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

DOI10.1017/S0305004112000217zbMath1260.60168arXiv1010.2987OpenAlexW2964007538MaRDI 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

imagegraphBrownian motionHausdorff dimensionHölder continuitytransition densityhitting probabilitiesDirichlet spacevariable driftGreen kernel0-1 lawdouble pointsa.s. propertiesintersection equivalence

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Zero-one laws (60F20) Transition functions, generators and resolvents (60J35)

Related Items (7)

Unnamed Item ⋮ Minkowski dimension of Brownian motion with drift ⋮ Some sample path properties of multifractional Brownian motion ⋮ Monopoles, dipoles, and harmonic functions on Bratteli diagrams ⋮ An isoperimetric inequality for the Wiener sausage ⋮ Dimension of fractional Brownian motion with variable drift ⋮ Hausdorff and packing dimension of fibers and graphs of prevalent continuous maps

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

This page was built for publication: Brownian motion with variable drift: 0-1 laws, hitting probabilities and Hausdorff dimension