Packing-type measures of the sample paths of fractional Brownian motion

DOI10.1007/s10255-005-0241-zzbMath1101.60023OpenAlexW2012667816MaRDI QIDQ2508027

Ciwen Xu, Zhen Long Chen, San-Yang Liu

Publication date: 9 October 2006

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-005-0241-z

zbMATH Keywords

imagegraphlaw of iterated logarithmsojourn measure

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The packing measure of a general subordinator
• Local sample path properties of Gaussian fields
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• Hausdorff-type measures of the sample paths of fractional Brownian motion
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• Lower classes for fractional Brownian motion
• Packing Measure, and its Evaluation for a Brownian Path
• Packing regularity of sets in n-space
• [https://portal.mardi4nfdi.de/wiki/Publication:4085014 Sur la minoration asymptotique et le caract�re transitoire des trajectoires des fonctions al�atoires gaussiennes � valeurs dans R d]
• Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
• The packing measure of the trajectories of multiparameter fractional Brownian motion
• Packing measure of the sample paths of fractional Brownian motion
• Holder Conditions for Gaussian Processes with Stationary Increments