Hausdorff measures of the image, graph and level set of bifractional Brownian motion

DOI10.1007/S11425-010-4100-XMaRDI QIDQ625925zbMATH OpenOpenAlexFDO

Authors Nana Luan

Publication date 25 February 2011

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-010-4100-x

zbMATH Keywords

bifractional Brownian motiongraphHausdorff dimensionHausdorff measureimagelevel setlocal timeself-similar Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Fractional processes, including fractional Brownian motion (60G22)

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Cites work

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• New Gaussian estimates for enlarged balls
• Occupation densities
• Sample path properties of bifractional Brownian motion
• Sample path properties of processes with stable components
• Semi-Stable Stochastic Processes

Cited in

(7)

• Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in \(\mathbb{R}^n\)
• Asymptotic behavior for bi-fractional regression models via Malliavin calculus
• The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
• The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet
• scientific article; zbMATH DE number 3919502 (Why is no real title available?)
• Hausdorff measures of image set and graph set of spherical Gaussian random fields
• Hausdorff measure of space anisotropic Gaussian processes with non-stationary increments

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