Hausdorff-type measures of the sample paths of fractional Brownian motion
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Publication:1805755
DOI10.1016/S0304-4149(97)00119-1zbMath0937.60076WikidataQ126781564 ScholiaQ126781564MaRDI QIDQ1805755
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Brownian motion (60J65) Sample path properties (60G17) Fractals (28A80) Hausdorff and packing measures (28A78)
Related Items (6)
A GENERALIZATION OF FRACTAL INTERPOLATION STOCHASTIC PROCESSES TO HIGHER DIMENSIONS ⋮ Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time ⋮ Packing-type measures of the sample paths of fractional Brownian motion ⋮ Hausdorff-type measures of the sample path of Gaussian random fields ⋮ AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES ⋮ Local correlation dimension of multidimensional stochastic process
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