Hausdorff and packing measures of the level sets of iterated Brownian motion

DOI10.1023/A:1021669809625zbMATH Open0935.60066OpenAlexW155763475MaRDI QIDQ1295849FDOQ1295849

Authors: Yueyun Hu 

Publication date: 25 April 2000

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021669809625

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zbMATH Keywords

local timeHausdorff measuregauge functioniterated Brownian motionpacking measureexact Hausdorff dimensionexact packing dimension

Mathematics Subject Classification ID

Brownian motion (60J65) Hausdorff and packing measures (28A78) Local time and additive functionals (60J55)

Cited In (14)

• Hausdorff measure of the level sets of multi-parameter wiener processes in one dimension
• The dimensions of the level sets of the generalized iterated Brownian motion
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• The local time of the fractional Ornstein-Uhlenbeck process
• Large deviations for subordinated Brownian motion and applications
• Large deviations for local time fractional Brownian motion and applications
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• The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet
• Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in \(\mathbb{R}^n\)
• The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
• Brownian subordinators and fractional Cauchy problems
• Hausdorff and packing dimension of graph and level sets for \(d\)-dimensional stationary Gaussian processes
• The fractal dimensions of the level sets of the generalized iterated Brownian motion
• Iterated Brownian motion in an open set.

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