Propagation of Singularities in the Brownian Sheet

John B. Walsh

doi:10.1214/aop/1176993857

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Home > Journals > Ann. Probab. > Volume 10 > Issue 2 > Article

May, 1982 Propagation of Singularities in the Brownian Sheet

John B. Walsh

Ann. Probab. 10(2): 279-288 (May, 1982). DOI: 10.1214/aop/1176993857

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Abstract

We study certain singularities of the Brownian sheet which have the property that they propagate parallel to the coordinate axis. This is used to give an intuitive explanation of the fact that the Brownian sheet does not satisfy Levy's sharp Markov property.