Brownian Motion in Denjoy Domains
Bishop, Christopher J.
Ann. Probab., Tome 20 (1992) no. 4, p. 631-651 / Harvested from Project Euclid
A planar domain whose boundary $E$ lies in the real line is called a Denjoy domain. In this article we consider some geometric properties of Brownian motion in such a domain. The first result is that if $E$ has zero length $(|E| = 0)$, then there is a set $F \subset E$ of full harmonic measure such that every Brownian path which exits at $x \in F$ hits both $(-\infty, x)$ and $(x,\infty)$ with probability 1, verifying a conjecture of Burdzy. Next we show that if $\dim(E) < 1$, then almost every Brownian path forms infinitely many loops separating its exit point from $\infty$ and we give an example to show $\dim(E) < 1$ cannot be replaced by $|E| = 0$.
Publié le : 1992-04-14
Classification:  Brownian motion,  Denjoy domain,  Martin boundary,  Cauchy process,  Hausdorff dimension,  60J65,  60J50
@article{1176989795,
     author = {Bishop, Christopher J.},
     title = {Brownian Motion in Denjoy Domains},
     journal = {Ann. Probab.},
     volume = {20},
     number = {4},
     year = {1992},
     pages = { 631-651},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989795}
}
Bishop, Christopher J. Brownian Motion in Denjoy Domains. Ann. Probab., Tome 20 (1992) no. 4, pp.  631-651. http://gdmltest.u-ga.fr/item/1176989795/