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

被引：0

作者：

Changqing TONG ^{[1
]}

Zhengyan LIN ^{[2
]}

Jing ZHENG ^{[1
]}

机构：

[1] Institute of applied mathematics,Hangzhou Dianzi University

[2] Department of Mathematics,Zhejiang

来源：

Acta Mathematicae Applicatae Sinica(English Series). | 2013年 / 29卷 / 03期

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摘要：

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.

引用

页数：6

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