Minkowski content of Brownian cut points

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Publication:2078024



Abstract: Let W(t), 0leqtleqT, be a Brownian motion in mathbbRd, d=2,3. We say that x is a cut point for W if x=W(t) for some tin(0,T) such that W[0,t) and W(t,T] are disjoint. In this work, we prove that a.s. the Minkowski content of the set of cut points for W exists and is finite and non-trivial.


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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