Sojourn time dimensions of fractional Brownian motion
From MaRDI portal
Publication:2174973
DOI10.3150/19-BEJ1105zbMath1444.60030arXiv1809.00518OpenAlexW2889849036MaRDI QIDQ2174973
Ivan Nourdin, Stéphane Seuret, Giovanni Peccati
Publication date: 27 April 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.00518
fractional Brownian motionsojourn timelogarithmic densitymacroscopic Hausdorff dimensionpixel density
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Selected aspects of fractional Brownian motion.
- Hausdorff and packing dimensions of the images of random fields
- Intermittency and multifractality: a case study via parabolic stochastic PDEs
- Semi-martingales et grossissement d'une filtration
- The proportion of Brownian sojourn outside a moving boundary
- Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes
- Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
- On sojourn of Brownian motion inside moving boundaries
- Hausdorff dimension of the range and the graph of stable-like processes
- Hausdorff dimension of the graph of the fractional Brownian sheet
- Packing and covering indices for a general Lévy process
- On the Macroscopic Fractal Geometry of Some Random Sets
- Defining Fractal Subsets of Z d
- Fractional dimension of sets in discrete spaces
- BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES
- Random Fields and Geometry
- Local Times and Sample Function Properties of Stationary Gaussian Processes
- Sojourn Times and the Exact Hausdorff Measure of the Sample Path for Planar Brownian Motion
- First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
