Brownian motion and thermal capacity

Citation
Khoshnevisan, Davar et Xiao, Yimin, Brownian motion and thermal capacity, Annals of probability , 43(1), 2015, pp. 405-434
Journal title
ISSN journal
00911798
Volume
43
Issue
1
Year of publication
2015
Pages
405 - 434
Database
ACNP
SICI code
Abstract
Let W denote d-dimensional Brownian motion. We find an explicit formula for the essential supremum of Hausdorff dimension of W(E).F, where E.(0,.) and F.Rd are arbitrary nonrandom compact sets. Our formula is related intimately to the thermal capacity of Watson [Proc. Lond. Math. Soc. (3) 37 (1978) 342.362]. We prove also that when d.2, our formula can be described in terms of the Hausdorff dimension of E.F, where E.F is viewed as a subspace of space time.