Where does a random process hit a fractal barrier?
Probability
2016-08-05 v2
Abstract
Given a Brownian path on , starting at , a.s. there is a singular time set , such that the first hitting time of by an independent Brownian motion, starting at , is in with probability one. A couple of problems regarding hitting measure for random processes are presented.
Cite
@article{arxiv.1608.00505,
title = {Where does a random process hit a fractal barrier?},
author = {Itai Benjamini and Alexander Shamov},
journal= {arXiv preprint arXiv:1608.00505},
year = {2016}
}