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Images of Fractional Brownian motion with deterministic drift: Positive Lebesgue measure and non-empty interior

Published 3 Dec 2021 in math.PR | (2112.02055v2)

Abstract: Let $B{H}$ be a fractional Brownian motion in $\mathbb{R}{d}$ of Hurst index $H\in\left(0,1\right)$, $f:\left[0,1\right]\longrightarrow\mathbb{R}{d}$ a Borel function and $A\subset\left[0,1\right]$ a Borel set. We provide sufficient conditions for the image $(B{H}+f)(A)$ to have a positive Lebesgue measure or to have a non-empty interior. This is done through the study of the properties of the density of the occupation measure of $(B{H}+f)$. Precisely, we prove that if the parabolic Hausdorff dimension of the graph of $f$ is greater than $Hd$, then the density is a square integrable function. If, on the other hand, the Hausdorff dimension of $A$ is greater than $ Hd$, then it even admits a continuous version. This allows us to establish the result already cited.

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