The Fractal Dimensions of the Level Sets of the Generalized Iterated Brownian Motion

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作者
Changqing TONG [1 ]
Zhengyan LIN [2 ]
Jing ZHENG [1 ]
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[1] Institute of applied mathematics,Hangzhou Dianzi University
[2] Department of Mathematics,Zhejiang
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Let{W1(t), t∈R+} and {W2(t), t∈R+} be two independent Brownian motions with W1(0) = W2(0) = 0. {H (t) = W1(|W2(t)|), t ∈R+} is called a generalized iterated Brownian motion. In this paper, the Hausdorff dimension and packing dimension of the level sets {t ∈[0, T ], H(t) = x} are established for any 0 < T ≤ 1.
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