Hitting Probabilities and Fractal Dimensions of Multiparameter Multifractional Brownian Motion

被引：2
|
作者：
Zhen Long CHEN
机构：
[1] SchoolofStatisticsandMathematics,ZhejiangGongshangUniversity
来源：
Acta Mathematica Sinica | 2013年 / 29卷 / 09期
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D O I：
暂无
中图分类号：
O211.6 [随机过程];
学科分类号：
摘要：
The main goal of this paper is to study the sample path properties for the harmonisable-type N-parameter multifractional Brownian motion, whose local regularities change as time evolves. We provide the upper and lower bounds on the hitting probabilities of an (N, d)-multifractional Brownian motion. Moreover, we determine the Hausdorff dimension of its inverse images, and the Hausdorff and packing dimensions of its level sets.
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页码：1723 / 1742
页数：20
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