On the Fourier analytic structure of the Brownian graph
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In a previous article (\textit{Int. Math. Res. Not.} 2014, 2730--2745) T. Orponen and the authors proved that the Fourier dimension of the graph of any real-valued function on $\mathbb{R}$ is bounded above by $1$. This partially answered a question of Kahane ('93) by showing that the graph of the Wiener process $W_t$ (Brownian motion) is almost surely not a Salem set. In this article we complement this result by showing that the Fourier dimension of the graph of $W_t$ is almost surely $1$. In the proof we introduce a method based on Ito calculus to estimate Fourier transforms by reformulating the question in the language of Ito drift-diffusion processes and combine it with the classical work of Kahane on Brownian images.
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