Brownian motion with variable drift can be space-filling
Probability
2010-03-02 v1 Metric Geometry
Abstract
For let be standard -dimensional Brownian motion. For any we construct an -H\"{o}lder continuous function so that the range of covers an open set. This strengthens a result of Graversen (1982) and answers a question of Le Gall (1988).
Keywords
Cite
@article{arxiv.1003.0228,
title = {Brownian motion with variable drift can be space-filling},
author = {Tonći Antunović and Yuval Peres and Brigitta Vermesi},
journal= {arXiv preprint arXiv:1003.0228},
year = {2010}
}
Comments
15 pages, 3 figures