Packing-type measures of the sample paths of fractional Brownian motion

DOI10.1007/s10255-005-0241-zzbMath1101.60023MaRDI QIDQ2508027

Ciwen Xu, Zhen Long Chen, San-Yang Liu

Publication date: 9 October 2006

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-005-0241-z

zbMATH Keywords

image; graph; law of iterated logarithm; sojourn measure

Mathematics Subject Classification ID

60G15: Gaussian processes

60G17: Sample path properties

Cites Work

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