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arxiv: math/0002012 · v1 · pith:G54LQBMNnew · submitted 2000-02-01 · 🧮 math.PR

The supremum of Brownian local times on Holder curves

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keywords brownianfrac12localsupremumclassconsidercurvecurves
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For $f: [0,1]\to \R$, we consider $L^f_t$, the local time of space-time Brownian motion on the curve $f$. Let $\sS_\al$ be the class of all functions whose H\"older norm of order $\al$ is less than or equal to 1. We show that the supremum of $L^f_1$ over $f$ in $\sS_\al$ is finite is $\al>\frac12$ and infinite if $\al<\frac12$.

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