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

DOI10.1023/A:1021669809625MaRDI QIDQ1295849zbMATHOpenAlexFDO

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

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)

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• Large deviations for local time fractional Brownian motion and applications
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