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Packing measure of the sample paths of fractional Brownian motion
Author(s):
Yimin
Xiao
Journal:
Trans. Amer. Math. Soc.
348
(1996),
3193-3213.
MSC (1991):
Primary 60G15, 60G17
MathSciNet review:
1370655
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Abstract |
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Additional information
Abstract:
Let be a fractional Brownian motion of index in If , then there exists a positive finite constant such that with probability 1, ![\begin{displaymath}\hbox { $\phi $-$p(X([0,t]))$} = Kt \ \hbox {for any } t > 0 ,\end{displaymath}](/tran/1996-348-08/S0002-9947-96-01712-6/gif-abstract/img6.gif)
where and - is the -packing measure of .
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MSC (1991):
60G15, 60G17
Additional Information:
Yimin
Xiao
Affiliation:
Department of Mathematics, The Ohio State University, Columbus, Ohio 43210
Address at time of publication:
Department of Mathematic, University of Utah, Salt Lake City, Utah 84112
DOI:
10.1090/S0002-9947-96-01712-6
PII:
S 0002-9947(96)01712-6
Keywords:
Packing measure,
fractional Brownian motion,
image,
sojourn time
Received by editor(s):
August 2, 1995
Copyright of article:
Copyright
1996,
American Mathematical Society
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