Hitting probabilities and polar sets for fractional brownian motion
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Publication:4242648
DOI10.1080/17442509908834189zbMath0928.60027OpenAlexW2066351905MaRDI QIDQ4242648
Publication date: 2 January 2000
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509908834189
Gaussian processes (60G15) Probabilistic potential theory (60J45) Sample path properties (60G17) Fractals (28A80)
Related Items (14)
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 fractal dimensions of multiparameter multifractional Brownian motion ⋮ Regularity of intersection local times of fractional Brownian motions ⋮ Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices ⋮ On intersections of independent anisotropic Gaussian random fields ⋮ Critical Brownian sheet does not have double points ⋮ Bahadur-Kiefer representations for time dependent quantile processes ⋮ Polar sets and relative dimension for generalized Brownian sheet ⋮ Algebraic sum of the image sets for a random string process ⋮ Polar sets of fractional Brownian sheets ⋮ Collision of eigenvalues for matrix-valued processes ⋮ Some polar sets for the generalized Brownian sheet ⋮ Uniform dimension results for Gaussian random fields
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