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


Published in:
Journal Of Theoretical Probability, 24, 271-293
Year:
2011
Keywords:
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 Record created 2011-12-16, last modified 2018-03-17


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