Abstract
LetX(t) (t∈R N) be a fractional Brownian motion of index α inR d. For any compact setE⊆R N, we compute the packing dimension ofX(E).
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Talagrand, M., Xiao, Y. Fractional Brownian motion and packing dimension. J Theor Probab 9, 579–593 (1996). https://doi.org/10.1007/BF02214076
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DOI: https://doi.org/10.1007/BF02214076