On the Sobolev removability of the graph of one-dimensional Brownian motion

Abstract

Suppose that $B$ is a one-dimensional Brownian motion and let $\Gamma = \{ (t, B_t) : t \in [0,1]\}$ be the graph of $B|_{[0,1]}$. We characterize the Sobolev removability properties of $\Gamma$ by showing that $\Gamma$ is almost surely not $W^{1,p}$--removable for all $p \in [1, \infty)$ but is almost surely $W^{1,\infty}$--removable.