CONE POINTS OF BROWNIAN MOTION IN ARBITRARY DIMENSION
成果类型：
Article
署名作者：
Alexander, Yotam; Eldan, Ronen
署名单位：
Weizmann Institute of Science
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/19-AOP1335
发表日期：
2019
页码：
3143-3169
关键词：
摘要：
We show that the convex hull of the path of Brownian motion in n-dimensions, up to time 1, is a smooth set. As a consequence we conclude that a Brownian motion in any dimension almost surely has no cone points for any cone whose dual cone is nontrivial.