Brownian motion with variable drift: 0-1 laws, hitting probabilities and Hausdorff dimension

DOI10.1017/S0305004112000217zbMath1260.60168arXiv1010.2987MaRDI QIDQ3168434

Yuval Peres, Perla Sousi

Publication date: 31 October 2012

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.2987

zbMATH Keywords

image; graph; Brownian motion; Hausdorff dimension; Hölder continuity; transition density; hitting probabilities; Dirichlet space; variable drift; Green kernel; 0-1 law; double points; a.s. properties; intersection equivalence

Mathematics Subject Classification ID

60F15: Strong limit theorems

60J65: Brownian motion

60F20: Zero-one laws

60J35: Transition functions, generators and resolvents

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Cites Work

• Some local properties of Gaussian vector fields
• Martin capacity for Markov chains
• “Polar”-functions for Brownian motion
• Double points of a Gaussian sample path
• Perturbation of functions by the paths of a Lévy process
• Brownian sheet images and Bessel-Riesz capacity
• Brownian Motion