Hausdorff-Besicovitch dimension of graphs and \(p\)-variation (Q852284): Difference between revisions

Let \(Z_{t}\) be a standard Brownian motion on \(\mathbb{R}\) and \(X_{t}\) be a subordinator such that its Laplace transform \(e^{-t\psi (z)},\) \(z\geq 0\), for any complex \(w\) with \(\text{Re}\,w\geq 0,\) is as follows: \[ \psi (z)=CY^{-1}\Gamma ( 1-y)((M+w)^{Y}-M^{Y}) \text{ if }Y\in (0,1), \] where \(\Gamma (\cdot) \) is the Euler gamma function. It is proved that for \(Y\in (\frac{1}{2},1)\) the \(p\)-variation \(v(U_{t}) \) of the process \(U_{t}=Z_{X_{t}},\) \(t\geq 0\), is equal to \(2Y\) and the Hausdorff-Besicovitch dimension of its graph \(\dim \text{HB}(U)\) is \(2- \frac{1}{2Y}\)\ a.s., i.e., the relation \(\dim _{\text{HB}}GrU=2-\frac{1}{1\vee v(U)}\)\ is satisfied.