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The level sets of iterated Brownian motion

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Séminaire de Probabilités XXIX

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1613))

Abstract

We show that the Hausdorff dimension of every level set of iterated Brownian motion is equal to 3/4.

Research supported in part by NSF grant DMS 91-00244 and AMS Centennial Research Fellowship

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Jacques Azéma Michel Emery Paul André Meyer Marc Yor

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© 1995 Springer-Verlag

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Burdzy, K., Khoshnevisan, D. (1995). The level sets of iterated Brownian motion. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094215

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  • DOI: https://doi.org/10.1007/BFb0094215

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  • Print ISBN: 978-3-540-60219-4

  • Online ISBN: 978-3-540-44744-3

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