A uniform result for the dimension of fractional Brownian motion level sets

Abstract

Let $B =\{ B_t \, : \, t \geq 0 \}$ be a real-valued fractional Brownian motion of index $H \in (0,1)$. We prove that the macroscopic Hausdorff dimension of the level sets $\mathcal{L}_x = \left\{ t \in \mathbb{R}_+ \, : \, B_t=x \right\}$ is, with probability one, equal to $1-H$ for all $x\in\mathbb{R}$.