Isolated zeros for Brownian motion with variable drift

DOI10.1214/EJP.V16-927MaRDI QIDQ428551zbMATHFDO

Authors Tonci Antunovic, K. Burdzy, Yuval Peres, Julia Ruscher

Publication date 22 June 2012

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1009.3603

zbMATH Keywords

Brownian motionHausdorff dimensionCantor functionisolated zerosHölder continuity

Mathematics Subject Classification ID

Brownian motion (60J65) Lipschitz (Hölder) classes (26A16) Hausdorff and packing measures (28A78) Singular functions, Cantor functions, functions with other special properties (26A30)

Abstract: It is well known that standard one-dimensional Brownian motion B(t) has no isolated zeros almost surely. We show that for any alpha<1/2 there are alpha-H"older continuous functions f for which the process B-f has isolated zeros with positive probability. We also prove that for any continuous function f, the zero set of B-f has Hausdorff dimension at least 1/2 with positive probability, and 1/2 is an upper bound if f is 1/2-H"older continuous or of bounded variation.

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