Minkowski content of Brownian cut points (Q2078024)
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Minkowski content of Brownian cut points (English)
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25 February 2022
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Let \(W(t), 0\leq t \leq T \) be a Brownian motion in \(\mathbb{R}^d , d = 2, 3.\) A point \( x\) is called a cut point for \(W,\) if \(x = W(t)\) for some \(t \in(0,T)\) such that \(W[0,t)\) and \(W(t,T]\) are disjoint. Using Brownian path decomposition the authors prove that a.s. the Minkowski content of the set of cut points for \(W\) exists and is finite and non-trivial.
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Brownian motion
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cut point
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Minkowski content
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0.8388498425483704
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0.7863877415657043
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0.7705065608024597
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