Minkowski content of Brownian cut points
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES(2022)
摘要
Let W(t), 0 <= t <= T, be a Brownian motion in R-d, d = 2, 3. We say that x is a cut point for W if x = W(t) for some t is an element of (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.
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关键词
Brownian motion, Cut point, Minkowski content
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