Brownian Sheet and Quasi-Sure Analysis
| dc.creator | Khoshnevisan, Davar | |
| dc.date | 2004-06-28 | |
| dc.date.accessioned | 2026-07-07T05:09:44Z | |
| dc.date.available | 2026-07-07T05:09:44Z | |
| dc.description | We present a self-contained and modern survey of some existing quasi-sure results via the connection to the Brownian sheet. Among other things, we prove that quasi-every continuous function: (i) satisfies the local law of the iterated logarithm; (ii) has Levy's modulus of continuity for Brownian motion; (iii) is nowhere differentiable; and (iv) has a nontrivial quadratic variation. We also present a hint of how to extend (iii) to obtain a quasi-sure refinement of the M. Csorgo--P. Revesz modulus of continuity for almost every continuous function along the lines suggested by M. Fukushima. | |
| dc.description | 23 pages. Proceedings of the Fields Institute (to appear) | |
| dc.identifier | https://arxiv.org/abs/math/0406557 | |
| dc.identifier | http://arxiv.org/abs/math/0406557 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/71695 | |
| dc.subject | Probability | |
| dc.subject | 60-Hxx; 60-02 | |
| dc.title | Brownian Sheet and Quasi-Sure Analysis | |
| dc.type | text |