Uniform dimension results for the Brownian sheet (Q910104)

Let W: \(R^ N_+\to R^ d\) be a Brownian sheet, i.e. a continuous Gaussian process on \(R^ N_+\) with mean 0 and \[ E(W(t)_ iW(s)_ j)=\delta_{ij}\prod^{n}_{i=1}\min (s_ i,t_ i). \] Following a method used by \textit{R. Kaufman} [C. R. Acad. Sci., Paris, Sér. A 268, 727-728 (1969; Zbl 0174.214)] it is proved that for 2N\(\leq d\) with probability one for each Borel set E \(\subset R^ N_+\) holds \(\dim (W(E))=2 \dim E\), where dim A denotes the Hausdorff dimension of the set A. Analogous results are also given for the Ornstein-Uhlenbeck process.