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arXiv · 1706.04519

On sojourn of Brownian motion inside moving boundaries

Stephane Seuret·Xiaochuan Yang
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Abstract

We investigate the large scale structure of certain sojourn sets of one dimensional Brownian motion within two-sided moving boundaries. The macroscopic Hausdorff dimension, upper mass dimension and logarithmic density of these sets are computed. We also give a uniform macroscopic dimension result for the Brownian level sets.

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Stephane Seuret, Xiaochuan Yang. 2017-06-14. On sojourn of Brownian motion inside moving boundaries. https://arxiv.org/abs/1706.04519

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