Level sets of multiparameter Brownian motions

Abstract

We use Girsanov's theorem to establish a conjecture of Khoshnevisan, Xiao and Zhong that ϕ(r)=rN−d/2(loglog(1r))d/2 is the exact Hausdorff measure function for the zero level set of an N-parameter d-dimensional additive Brownian motion. We extend this result to a natural multiparameter version of Taylor and Wendel's theorem on the relationship between Brownian local time and the Hausdorff ϕ-measure of the zero set.