Minkowski content of Brownian cut points
Abstract
Let W(t), 0≤ t≤ T, be a Brownian motion in Rd, d=2,3. We say that x is a cut point for W if x=W(t) for some t∈(0,T) such that W [0,t) and W (t,T] are disjoint. In this work, we prove that a.s. the Minkowski content of the set of cut points for W exists and is finite and non-trivial.
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