The fractal dimensions of the level sets of the generalized iterated Brownian motion

DOI10.1007/s10255-013-0236-0zbMath1294.60062MaRDI QIDQ385205

Jing Zheng, Chang-qing Tong, Zheng Yan Lin

Publication date: 2 December 2013

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

Full work available at URL: https://doi.org/10.1007/s10255-013-0236-0

zbMATH Keywords

Hausdorff dimension; packing dimension; local time; generalized iterated Brownian motion

Mathematics Subject Classification ID

60G15: Gaussian processes

60F15: Strong limit theorems

60G17: Sample path properties

Cites Work

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• Brownian local time approximated by a Wiener sheet
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• Global Strassen-type theorems for iterated Brownian motions
• The local time of iterated Brownian motion
• Foundations of Modern Probability
• The exact hausdorff measure of the zero set of a stable process
• Local times of Markov processes approximated by a generalized iterated Brownian motion