Minkowski dimension of Brownian motion with drift

DOI10.4171/JFG/4zbMATH Open1305.60076arXiv1208.0586OpenAlexW2963300179MaRDI QIDQ407401FDOQ407401

Philippe H. A. Charmoy, Perla Sousi, Yuval Peres

Publication date: 1 September 2014

Published in: Journal of Fractal Geometry (Search for Journal in Brave)

Abstract: We study fractal properties of the image and the graph of Brownian motion in $R^d$ with an arbitrary c{`a}dl{`a}g drift $f$. We prove that the Minkowski (box) dimension of both the image and the graph of $B+f$ over $Asubseteq[0,1]$ are a.s. constants. We then show that for all $dgeq1$ the Minkowski dimension of $(B+f)(A)$ is at least the maximum of the Minkowski dimension of $f(A)$ and that of $B(A)$. We also prove analogous results for the graph. For linear Brownian motion, if the drift $f$ is continuous and $A=[0,1]$, then the corresponding inequality for the graph is actually an equality.

Full work available at URL: https://arxiv.org/abs/1208.0586

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zbMATH Keywords

Brownian motionMinkowski dimension

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Contents, measures, outer measures, capacities (28A12)

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Cited In (4)

• Fractal-dimensional properties of subordinators
• Title not available (Why is that?)
• Some sample path properties of multifractional Brownian motion
• Dimension of fractional Brownian motion with variable drift

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