The exact Hausdorff measure of the zero set of fractional Brownian motion

DOI10.1007/s10959-009-0271-1zbMath1216.60030MaRDI QIDQ633137

D. Baraka, Thomas S. Mountford

Publication date: 31 March 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://infoscience.epfl.ch/record/171684/files/10959_2009_Article_271.pdf

zbMATH Keywords

fractional Brownian motion; Gaussian process; level set; Hausdorff measure; local time; local nondeterminism; exact Hausdorff dimension

Mathematics Subject Classification ID

60G60: Random fields

60G22: Fractional processes, including fractional Brownian motion

60G17: Sample path properties

Related Items

Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields, The exact Hausdorff measure of the zero set of fractional Brownian motion, The zero set of fractional Brownian motion is a Salem set, Inverse local times of fractional Brownian motion, Exact moduli of continuity for operator-scaling Gaussian random fields

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