Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion

被引：0
|
作者：
Zhen Long Chen
机构：
[1] Zhejiang Gongshang University,School of Statistics and Mathematics
来源：
Acta Mathematica Sinica, English Series | 2013年 / 29卷
关键词：
Multifractional Brownian motion; hitting probability; inverse image; level set; Hausdorff dimension; packing dimension; 60G15; 60G17; 60G60;
D O I：
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中图分类号：
学科分类号：
摘要：
The main goal of this paper is to study the sample path properties for the harmonisabletype 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：19
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