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July 1999 Brownian Sheet and Capacity
Davar Khoshnevisan, Zhan Shi
Ann. Probab. 27(3): 1135-1159 (July 1999). DOI: 10.1214/aop/1022677442


The main goal of this paper is to present an explicit capacity estimate for hitting probabilities of the Brownian sheet. As applications, we determine the escape rates of the Brownian sheet and also obtain a local intersection equivalence between the Brownian sheet and the additive Brownian motion. Other applications concern quasisure properties in Wiener space.


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Davar Khoshnevisan. Zhan Shi. "Brownian Sheet and Capacity." Ann. Probab. 27 (3) 1135 - 1159, July 1999.


Published: July 1999
First available in Project Euclid: 29 May 2002

zbMATH: 0962.60066
MathSciNet: MR1733143
Digital Object Identifier: 10.1214/aop/1022677442

Primary: 31C15 , 60G60 , 60J45
Secondary: 47D07 , 60G17 , 60H07

Keywords: additive Brownian motion , Brownian sheet , capacity , escape rate , hitting probability , local intersection equiva-lence

Rights: Copyright © 1999 Institute of Mathematical Statistics

Vol.27 • No. 3 • July 1999
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