English

Brownian Sheet and Quasi-Sure Analysis

Probability 2007-05-23 v1

Abstract

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.

Keywords

Cite

@article{arxiv.math/0406557,
  title  = {Brownian Sheet and Quasi-Sure Analysis},
  author = {Davar Khoshnevisan},
  journal= {arXiv preprint arXiv:math/0406557},
  year   = {2007}
}

Comments

23 pages. Proceedings of the Fields Institute (to appear)