The level sets of iterated brownian motion

نویسندگان

  • KRZYSZTOF BURDZY
  • DAVAR KHOSHNEVISAN
چکیده

We show that the Hausdorff dimension of every level set of iterated Brownian motion is equal to 3/4. §

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

THE LEVEL SETS OF ITERATED BROWNIAN MOTION By

We show that the Hausdorff dimension of every level set of iterated Brownian motion is equal to 3/4. §

متن کامل

Stochastic Calculus for BrownianMotion on a Brownian FractureBy

(To Appear) Stochastic Calculus for Brownian Motion on a Brownian Fracture By Davar Khoshnevisan* & Thomas M. Lewis University of Utah & Furman University Abstract. The impetus behind this work is a pathwise development of stochastic integrals with respect to iterated Brownian motion. We also provide a detailed analysis of the variations of iterated Brownian motion. These variations are linked ...

متن کامل

Fast Sets and Points for Fractional Brownian Motion

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...

متن کامل

Fluctuations of the power variation of iterated fractional Brownian motion

We study the fluctuations of the power variation of the iterated fractional Brownian motion.

متن کامل

The Uniform Modulus of Continuity Of Iterated Brownian Motion

Let X be a Brownian motion defined on the line (with X(0)=0) and let Y be an independent Brownian motion defined on the nonnegative real numbers. For all t ≥ 0, we define the iterated Brownian motion (IBM), Z, by setting Z t ∆ = X(Y t). In this paper we determine the exact uniform modulus of continuity of the process Z.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2017