Quasi-everywhere properties of Brownian level sets and multiple points
نویسندگان
چکیده
منابع مشابه
Fast Sets and Points forFractional Brownian
In their classic paper, S. Orey and S.J. Taylor compute the Hausdorr dimension of the set of points at which the law of the iterated logarithm fails for Brownian motion. By introducing \fast sets", we describe a converse to this problem for fractional Brownian motion. Our result is in the form of a limit theorem. From this, we can deduce reenements to the aforementioned dimension result of Orey...
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In their classic paper, S. Orey and S.J. Taylor compute the Hausdorff dimension of the set of points at which the law of the iterated logarithm fails for Brownian motion. By introducing “fast sets”, we describe a converse to this problem for fractional Brownian motion. Our result is in the form of a limit theorem. From this, we can deduce refinements to the aforementioned dimension result of Or...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1990
ISSN: 0304-4149
DOI: 10.1016/0304-4149(90)90040-y