Dimensional Properties of Fractional Brownian Motion

Authors
Wu, Dong Sheng Xiao, Yi Min
Citation
Wu, Dong Sheng et Xiao, Yi Min, Dimensional Properties of Fractional Brownian Motion, Acta mathematica Sinica. English series (Print) , 23(4), 2007, pp. 613-622
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
23
Issue
4
Year of publication
2007
Pages
613 - 622
Database
ACNP
SICI code
Abstract
Let B . = {B .(t), t . .N} be an (N, d)-fractional Brownian motion with Hurst index . . (0, 1). By applying the strong local nondeterminism of B ., we prove certain forms of uniform Hausdorff dimension results for the images of B . when N >.d. Our results extend those of Kaufman for one-dimensional Brownian motion.