Where does a random process hit a fractal barrier?

preprint2016arXivOpen access

Abstract

Given a Brownian path β(t)β(t) on R\mathbb{R}, starting at 11, a.s. there is a singular time set TβT_β, such that the first hitting time of ββ by an independent Brownian motion, starting at 00, is in TβT_β with probability one. A couple of problems regarding hitting measure for random processes are presented.

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