research article
The Exact Hausdorff Measure of the Zero Set of Fractional Brownian Motion
Let {X(t), t is an element of R-N} be a fractional Brownian motion in R-d of index H. If L(0,I) is the local time of X at 0 on the interval I subset of R-N, then there exists a positive finite constant c(=c(N,d,H)) such that
Type
research article
Web of Science ID
WOS:000286834800010
Author(s)
Baraka, D.
Date Issued
2011
Publisher
Published in
Volume
24
Start page
271
End page
293
Note
National Licences
Editorial or Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
Available on Infoscience
December 16, 2011
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