Points of infinite multiplicity of planar Brownian motion: Measures and local times

Citation
Aïdékon, Elie et al., Points of infinite multiplicity of planar Brownian motion: Measures and local times, Annals of probability (Online) , 48(4), 2020, pp. 1785-1825
ISSN journal
2168894X
Volume
48
Issue
4
Year of publication
2020
Pages
1785 - 1825
Database
ACNP
SICI code
Abstract
It is well known (see Dvoretzky, Erdos and Kakutani (Bull. Res. Council Israel Sect. F 7F (1958) 175.180) and Le Gall (J. Funct. Anal. 71 (1987) 246.262)) that a planar Brownian motion (Bt)t.0 has points of infinite multiplicity, and these points form a dense set on the range. Our main result is the construction of a family of random measures, denoted by {M..}0<.<2, that are supported by the set of the points of infinite multiplicity. We prove that for any ..(0,2), almost surely the Hausdorff dimension of M.. equals 2.., and M.. is supported by the set of thick points defined in Bass, Burdzy and Khoshnevisan (Ann. Probab. 22 (1994) 566.625) as well as by that defined in Dembo, Peres, Rosen and Zeitouni (Acta Math. 186 (2001) 239.270).