相关论文: Hitting probabilities, thermal capacity, and Hausd…

Let $W$ denote $d$-dimensional Brownian motion. We find an explicit formula for the essential supremum of Hausdorff dimension of $W(E)\cap F$, where $E\subset(0,\infty)$ and $F\subset \mathbf {R}^d$ are arbitrary nonrandom compact sets. Our…

An N-parameter Brownian sheet in R^d maps a non-random compact set F in R^N_+ to the random compact set B(F) in \R^d. We prove two results on the image-set B(F): (1) It has positive d-dimensional Lebesgue measure if and only if F has…

Let $B^{H}$ be a $d$-dimensional fractional Brownian motion with Hurst index $H\in(0,1)$, $f:[0,1]\longrightarrow\mathbb{R}^{d}$ a Borel function, and $E\subset[0,1]$, $F\subset\mathbb{R}^{d}$ are given Borel sets. The focus of this paper…

We show that the increments of the KPZ fixed point started from arbitrary initial data are \emph{mutually} absolutely continuous with respect to Brownian motion with diffusion parameter $2$ on compacts, extending the one-sided Brownian…

Consider non-intersecting Brownian motions on the real line, starting from the origin at t=0, with a number of particles forced to reach p distinct target points at time t=1. This work shows that the transition probability, that is the…

The main goal of this article is to derive a two-sided estimate for hitting probabilities of a hypoelliptic stochastic differential equation (SDE) driven by fractional Brownian motion (fBM) with Hurst parameter $H\in(1/4,1)$ in terms of…

Let $B^H = \{ B^H(t), t\in\mathbb{R}^N \}$ be an $(N,d)$-fractional Brownian sheet with Hurst index $H=(H_1,\dotsc,H_N)\in (0,1)^N$. The main objective of the present paper is to study the Hausdorff dimension of the image sets $B^H(F+t)$,…

By the Cameron--Martin theorem, if a function $f$ is in the Dirichlet space $D$, then $B+f$ has the same a.s. properties as standard Brownian motion, $B$. In this paper we examine properties of $B+f$ when $f \notin D$. We start by…

Let $B^{H}$ be a $d$-dimensional fractional Brownian motion with Hurst index $H\in(0,1)$, $f:[0,1]\longrightarrow\mathbb{R}^{d}$ a Borel function, and $E\subset[0,1]$, $F\subset\mathbb{R}^{d}$ are given Borel sets. The focus of this paper…

We examine the dimensions of the intersection of a subset $E$ of an $m$-ary Cantor space $\mathcal{C}^m$ with the image of a subset $F$ under a random isometry with respect to a natural metric. We obtain almost sure upper bounds for the…

Let $B$ be a $d$-dimensional Gaussian process on $\mathbb{R}$, where the component are independents copies of a scalar Gaussian process $B_0$ on $\mathbb{R}_+$ with a given general variance function…

We show that if $B \subset \mathbb{R}^n$ and $E \subset A(n,k)$ is a nonempty collection of $k$-dimensional affine subspaces of $\mathbb{R}^n$ such that every $P \in E$ intersects $B$ in a set of Hausdorff dimension at least $\alpha$ with…

Let $X$ be a fractional Brownian motion in $\mathbb{R}^d$. For any Borel function $f:[0,1] \to \mathbb{R}^d$, we express the Hausdorff dimension of the image and the graph of $X+f$ in terms of $f$. This is new even for the case of Brownian…

Consider a uniformly distributed random linear subspace $L$ and a stochastically independent random affine subspace $E$ in $\mathbb{R}^n$, both of fixed dimension. For a natural class of distributions for $E$ we show that the intersection…

We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from…

We derive the exact value of intersection exponents between planar Brownian motions or random walks, confirming predictions from theoretical physics by Duplantier and Kwon. Let B and B' be independent Brownian motions (or simple random…

Let $b\geq3$ be an integer and $C(b,D)$ be the set of real numbers in $[0,1]$ whose $b$-ary expansion consists of digits restricted to a given set $D\subseteq\{0,\ldots,b-1\}$. Given an integer $t\geq2$ and a real, positive function $\psi$,…

Let $B^{H}$ be a fractional Brownian motion in $\mathbb{R}^{d}$ of Hurst index $H\in\left(0,1\right)$, $f:\left[0,1\right]\longrightarrow\mathbb{R}^{d}$ a Borel function and $A\subset\left[0,1\right]$ a Borel set. We provide sufficient…

In this work we firstly answer to a question raised by Khoshnevisan in \cite[Open Problem 4]{khoshnevisan2007slices} by proving that almost surely there is no projection of big enough rank changing the Hausdorff dimension of the zeros of…

Let $B =\{ B_t \, : \, t \geq 0 \}$ be a real-valued fractional Brownian motion of index $H \in (0,1)$. We prove that the macroscopic Hausdorff dimension of the level sets $\mathcal{L}_x = \left\{ t \in \mathbb{R}_+ \, : \, B_t=x \right\}$…