Hausdorff and packing measures of the level sets of iterated Brownian motion

被引：10

作者：

Hu, YY ^{[1
]}

机构：

[1] Univ Paris 06, CNRS, UMR 7599, Lab Probabil, F-75252 Paris 05, France

来源：

JOURNAL OF THEORETICAL PROBABILITY | 1999年 / 12卷 / 02期

关键词：

iterated Brownian motion; Hausdorff measure; packing measure; level set; local time;

D O I：

10.1023/A:1021669809625

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Burdzy and Khoshnevisan((9)) have shown that the Hausdorff dimension of the level sets of an iterated Brownian motion (IBM) is equal to 3/4. In this paper. the exact Hausdorff measure function and the packing measure of the levels set of IBM are given. Our approach relies on some accurate analysis on the local asymptotic of local times.

引用

页码：313 / 346

页数：34

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