Bivariate occupation measure dimension of multidimensional processes.

DOI10.1016/S0304-4149(02)00095-9MaRDI QIDQ1766083zbMATH OpenOpenAlexFDO

Authors Jean-Marc Bardet

Publication date 25 February 2005

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(02)00095-9

zbMATH Keywords

fractional Brownian motionHausdorff dimensionindex stable processeslocal timeoccupation measureself-similar processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

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Cites work

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• Some local properties of Gaussian vector fields
• The intersection local time of fractional Brownian motion in the plane

Cited in

(1)

• Local correlation dimension of multidimensional stochastic process

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