Minkowski dimension of Brownian motion with drift

被引:2
|
作者
Charmoy, Philippe H. A. [1 ]
Peres, Yuval [2 ]
Sousi, Perla [3 ]
机构
[1] Math Inst, Radcliffe Observ Quarter, Andrew Wiles Bldg,Woodstock Rd, Oxford OX2 6GG, England
[2] Microsoft Res, Redmond, WA 98052 USA
[3] Ctr Math Sci, Cambridge CB3 0WB, England
关键词
Brownian motion; Minkowski dimension; Wiener sausage;
D O I
10.4171/JFG/4
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We study fractal properties of the image and the graph of Brownian motion in R-d with an arbitrary cadlag drift f. We prove that the Minkowski (box) dimension of both the image and the graph of B + f over A subset of [0, 1] are a.s. constants. We then show that for all d >= 1 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.
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页码:153 / 176
页数:24
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