On sojourn of Brownian motion inside moving boundaries
Probability
2018-01-30 v2 Metric Geometry
Abstract
We investigate the large scale structure of certain sojourn sets of one dimensional Brownian motion within two-sided moving boundaries. The macroscopic Hausdorff dimension, upper mass dimension and logarithmic density of these sets are computed. We also give a uniform macroscopic dimension result for the Brownian level sets.
Keywords
Cite
@article{arxiv.1706.04519,
title = {On sojourn of Brownian motion inside moving boundaries},
author = {Stephane Seuret and Xiaochuan Yang},
journal= {arXiv preprint arXiv:1706.04519},
year = {2018}
}
Comments
16 pages. The proofs are simplified in the revision