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Minkowski dimension of Brownian motion with drift

Published 2 Aug 2012 in math.PR | (1208.0586v1)

Abstract: We study fractal properties of the image and the graph of Brownian motion in $\Rd$ with an arbitrary c{`a}dl{`a}g drift $f$. We prove that the Minkowski (box) dimension of both the image and the graph of $B+f$ over $A\subseteq [0,1]$ are a.s.\ constants. We then show that for all $d\geq 1$ the Minkowski dimension of $(B+f)(A)$ is at least the maximum of the Minkowski dimension of $f(A)$ and that of $B(A)$. We also prove analogous results for the graph. For linear Brownian motion, if the drift $f$ is continuous and $A=[0,1]$, then the corresponding inequality for the graph is actually an equality.

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