English

Minkowski content of Brownian cut points

Probability 2021-03-30 v3

Abstract

Let W(t)W(t), 0tT0\leq t\leq T, be a Brownian motion in Rd\mathbb{R}^d, d=2,3d=2,3. We say that xx is a cut point for WW if x=W(t)x=W(t) for some t(0,T)t\in(0,T) such that W[0,t)W [0,t) and W(t,T]W (t,T] are disjoint. In this work, we prove that a.s. the Minkowski content of the set of cut points for WW exists and is finite and non-trivial.

Keywords

Cite

@article{arxiv.1803.10613,
  title  = {Minkowski content of Brownian cut points},
  author = {Nina Holden and Gregory F. Lawler and Xinyi Li and Xin Sun},
  journal= {arXiv preprint arXiv:1803.10613},
  year   = {2021}
}

Comments

45 pages, 4 figures. Major revision according to the referee report. Accepted version. To appear at AIHP