Hausdorff and Packing Measures of the Level Sets of Iterated Brownian Motion

被引：0

作者：

Yueyun Hu

机构：

[1] Université Paris VI,Laboratoire de Probabilités, CNRS UMR 7599

来源：

Journal of Theoretical Probability | 1999年 / 12卷

关键词：

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

D O I：

暂无

中图分类号：

学科分类号：

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：33

共 50 条

[1] Hausdorff and packing measures of the level sets of iterated Brownian motion
Hu, YY
[J]. JOURNAL OF THEORETICAL PROBABILITY, 1999, 12 (02) : 313 - 346
[2] The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
Zhang, Rong-mao
Lin, Zheng-yan
[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS, 2007, 50 (01): : 35 - 46
[3] The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
Rong-mao Zhang
Zheng-yan Lin
[J]. Science in China Series A: Mathematics, 2007, 50 : 35 - 46
[4] The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
Rong-mao ZHANG & Zheng-yan LIN Department of Mathematics
[J]. Science China Mathematics, 2007, (01) : 35 - 46
[5] THE EXACT HAUSDORFF MEASURE OF THE LEVEL SETS OF BROWNIAN-MOTION
PERKINS, E
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 58 (03): : 373 - 388
[6] The Hausdorff measure of the level sets of Brownian motion on the Sierpinski carpet
Yuag, CG
[J]. MARKOV PROCESSES AND CONTROLLED MARKOV CHAINS, 2002, : 351 - 361
[7] The Fractal Dimensions of the Level Sets of the Generalized Iterated Brownian Motion
Tong, Chang-qing
Lin, Zheng-yan
Zheng, Jing
[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2013, 29 (03): : 597 - 602
[8] The fractal dimensions of the level sets of the generalized iterated Brownian motion
Chang-qing Tong
Zheng-yan Lin
Jing Zheng
[J]. Acta Mathematicae Applicatae Sinica, English Series, 2013, 29 : 597 - 602
[9] The Fractal Dimensions of the Level Sets of the Generalized Iterated Brownian Motion
Changqing TONG
Zhengyan LIN
Jing ZHENG
[J]. Acta Mathematicae Applicatae Sinica(English Series)., 2013, 29 (03) - 602
[10] The Fractal Dimensions of the Level Sets of the Generalized Iterated Brownian Motion
Chang-qing TONG
Zheng-yan LIN
Jing ZHENG
[J]. Acta Mathematicae Applicatae Sinica, 2013, (03) : 597 - 602

← 1 2 3 4 5 →