Brownian motion with variable drift can be space filling
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- by Tonći Antunović, Yuval Peres and Brigitta Vermesi PDF
- Proc. Amer. Math. Soc. 139 (2011), 3359-3373 Request permission
Abstract:
For $d \geq 2$ let $B$ be standard $d$-dimensional Brownian motion. For any $\alpha < 1/d$ we construct an $\alpha$-Hölder continuous function $f \colon [0,1] \to \mathbb {R}^d$ so that the range of $B-f$ covers an open set. This strengthens a result of Graversen (1982) and answers a question of Le Gall (1988).References
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Additional Information
- Tonći Antunović
- Affiliation: Department of Mathematics, University of California, Berkeley, Berkeley, California 94720
- Email: tantun@math.berkeley.edu
- Yuval Peres
- Affiliation: Theory Group, Microsoft Research, Redmond, Washington 98052
- MR Author ID: 137920
- Email: peres@microsoft.com
- Brigitta Vermesi
- Affiliation: Department of Mathematics, University of Washington, Box 354322, Seattle, Washington 98195 – and – Institute for Pure and Applied Mathematics, 460 Portola Plaza, Los Angeles, California 90095
- Email: bvermesi@math.washington.edu
- Received by editor(s): May 21, 2010
- Received by editor(s) in revised form: August 11, 2010
- Published electronically: February 10, 2011
- Additional Notes: The third author was supported by NSF Supplemental Funding DMS-0439872 to UCLA-IPAM, P.I. R. Caflisch
- Communicated by: Richard C. Bradley
- © Copyright 2011 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 139 (2011), 3359-3373
- MSC (2010): Primary 60J65, 26A16, 26A30, 28A80
- DOI: https://doi.org/10.1090/S0002-9939-2011-10737-8
- MathSciNet review: 2811290