Saved in:
Bibliographic Details
Main Authors: Khoshnevisan, Davar, Lee, Cheuk Yin
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2603.07483
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866911496223588352
author Khoshnevisan, Davar
Lee, Cheuk Yin
author_facet Khoshnevisan, Davar
Lee, Cheuk Yin
contents Esser and Loosveldt have recently resolved a long-standing open problem in the folklore by proving that fractional Brownian motion (fBm) has slow points in the sense of Kahane, following a rich theory of slow points developed for Brownian motion and other, related, self-similar Markov processes. We presently introduce another method for the study of slow points in order to compute the Hausdorff dimension of fBm slow points. Our method follows recent ideas on the points of slow growth for SPDEs but also requires a number of new localization ideas that are likely to have other applications.
format Preprint
id arxiv_https___arxiv_org_abs_2603_07483
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle On the slow points of fractional Brownian motion
Khoshnevisan, Davar
Lee, Cheuk Yin
Probability
Esser and Loosveldt have recently resolved a long-standing open problem in the folklore by proving that fractional Brownian motion (fBm) has slow points in the sense of Kahane, following a rich theory of slow points developed for Brownian motion and other, related, self-similar Markov processes. We presently introduce another method for the study of slow points in order to compute the Hausdorff dimension of fBm slow points. Our method follows recent ideas on the points of slow growth for SPDEs but also requires a number of new localization ideas that are likely to have other applications.
title On the slow points of fractional Brownian motion
topic Probability
url https://arxiv.org/abs/2603.07483