Isolated Zeros for Brownian Motion with Variable Drift

Abstract

It is well known that standard one-dimensional Brownian motion $B(t)$ has no isolated zeros almost surely. We show that for any $\alpha<1/2$ there are alpha-Holder continuous functions $f$ for which the process $B-f$ has isolated zeros with positive probability. We also prove that for any continuous function $f$, the zero set of $B-f$ has Hausdorff dimension at least $1/2$ with positive probability, and $1/2$ is an upper bound on the Hausdorff dimension if $f$ is $1/2$-Holder continuous or of bounded variation.