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.
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页码：313 / 346
页数：33
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