Translator Disclaimer
2018 Where does a random process hit a fractal barrier?
Itai Benjamini, Alexander Shamov
Electron. Commun. Probab. 23: 1-5 (2018). DOI: 10.1214/18-ECP131

Abstract

Given a Brownian path $\beta (t)$ on $\mathbb{R} $, starting at $1$, a.s. there is a singular time set $T_{\beta }$, such that the first hitting time of $\beta $ by an independent Brownian motion, starting at $0$, is in $T_{\beta }$ with probability one. A couple of problems regarding hitting measure for random processes are presented.

Citation

Download Citation

Itai Benjamini. Alexander Shamov. "Where does a random process hit a fractal barrier?." Electron. Commun. Probab. 23 1 - 5, 2018. https://doi.org/10.1214/18-ECP131

Information

Received: 4 August 2016; Accepted: 5 April 2018; Published: 2018
First available in Project Euclid: 28 April 2018

zbMATH: 1398.60087
MathSciNet: MR3798236
Digital Object Identifier: 10.1214/18-ECP131

Subjects:
Primary: subversive math

JOURNAL ARTICLE
5 PAGES


SHARE
Back to Top