Brownian motion with variable drift can be space-filling

preprint2010arXivOpen access

Abstract

For d≥2d \geq 2 let BB be standard dd-dimensional Brownian motion. For any α<1/dα< 1/d we construct an αα-Hölder continuous function f ⁣:[0,1]→Rdf \colon [0,1] \to \mathbb{R}^d so that the range of B−fB-f covers an open set. This strengthens a result of Graversen (1982) and answers a question of Le Gall (1988).

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