Graduate course on Brownian motion and their intersection properties (4 points)

Meetings times: Wednesdays 15:15-17:00 and Fridays 13:15-15:00 in Room S4.

We begin this wednesday Feb 6th!

This course is actually the second part of a course on fractal geomety (see here if interested in what was covered in that class) but this first half is NOT a prerequisite. (If necessary, at some point, there will be two lectures quickly giving the needed background on Hausdorff dimension and capacitarian dimension.)

The course will deal with the geometric aspects of Brownian motion (the fundamental stochastic process) in Euclidean space such as, which sets the Brownian motion can intersect, the Hausdorff dimension of various related sets, the self-intersection behavior of Brownian motion and (if time permits) relationships to potential theory. A tentative outline of the topics which will be covered are: Prerequisites: Integration theory and some elementary probability.
Kursexaminator: Jeff Steif (
Kursliterature: A collection of notes, class notes and some papers.
Last modified: Mon Feb 4 12:53:07 MET 2002