Brownian motion and thermal capacity∗

نویسندگان

  • Davar Khoshnevisan
  • Yimin Xiao
چکیده

Let W denote d-dimensional Brownian motion. We find an explicit formula for the essential supremum of Hausdorff dimension of W (E)∩F , where E ⊂ (0 ,∞) and F ⊂ R are arbitrary nonrandom compact sets. Our formula is related intimately to the thermal capacity of Watson (1978). We prove also that when d ≥ 2, our formula can be described in terms of the Hausdorff dimension of E × F , where E × F is viewed as a subspace of space time.

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تاریخ انتشار 2011