Some path properties of Brownian motion with variable drift
Combinatorial Stochastic Processes Seminar
Oct 28, 2011, 01:00 PM - 02:00 PM | 740 Evans Hall | Happening As Scheduled
Tonci Antunovic, UC Berkeley
If B is a Brownian motion and f is a function in the Dirichlet space, then by Cameron-Martin theorem, the process B-f has the same almost sure path properties as B. In this talk we will present some properties of the image and the zero set of Brownian motion perturbed by certain less regular drifts f (examples include Hilbert curves and Cantor functions). Based on joint works with Krzysztof...