On intersections of independent anisotropic Gaussian random fields
From MaRDI portal
Publication:1934422
DOI10.1007/s11425-012-4521-9zbMath1260.60099MaRDI QIDQ1934422
Publication date: 28 January 2013
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-012-4521-9
Hausdorff dimension; stochastic heat equation; intersection; fractional Brownian sheet; hitting probability; anisotropic Gaussian fields
60G60: Random fields
60G15: Gaussian processes
60G17: Sample path properties
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
A strong convergence to the tempered fractional Brownian motion, Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields, Hitting probabilities of a class of Gaussian random fields, Hitting probabilities and intersections of time-space anisotropic random fields, On intersections of independent space-time anisotropic Gaussian fields, Hausdorff measure of the range of space-time anisotropic Gaussian random fields, Smoothness of local times and self-intersection local times of Gaussian random fields, Sample Paths Properties of the Set-Indexed Fractional Brownian Motion
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields
- Critical Brownian sheet does not have double points
- Multivariate operator-self-similar random fields
- Potential theory for a family of several Markov processes
- Capacity and energy for multiparameter Markov processes
- Regularity of intersection local times of fractional Brownian motions
- Integral representations and properties of operator fractional Brownian motions
- Polar sets of fractional Brownian sheets
- Self-intersections of random fields
- Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
- Geometric properties of fractional Brownian sheets
- The intersection local time of fractional Brownian motion in the plane
- Intersections of Brownian motions
- Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field)
- Lévy processes: capacity and Hausdorff dimension
- Renormalized self-intersection local time for fractional Brownian motion
- Local times of fractional Brownian sheets
- Hitting properties of a random string
- Potential theory for hyperbolic SPDEs.
- Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
- Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields
- The measure theory of random fractals
- Which sets contain multiple points of Brownian motion?
- Hitting probabilities and polar sets for fractional brownian motion
- Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
- Small deviations for some multi-parameter Gaussian processes
