Hitting probabilities and polar sets for fractional brownian motion

DOI10.1080/17442509908834189zbMath0928.60027MaRDI QIDQ4242648

Yimin Xiao

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

zbMATH Keywords

fractional Brownian motion; polar sets; Hausdorff dimension; packing dimension; hitting probability

Mathematics Subject Classification ID

60G15: Gaussian processes

60J45: Probabilistic potential theory

60G17: Sample path properties

28A80: Fractals

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