Hausdorff dimension of set generated by exceptional oscillations of a class of N-parameter Gaussian processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Mechanical Engineering,Mechanics of Materials
Link
http://link.springer.com/content/pdf/10.1007/s10483-007-0212-z.pdf
Reference8 articles.
1. Orey, S, Taylor S J. How often on a Brownian path does the law of the iterated logarithm fail?[J]. Proceedings of the London Mathematical Society, 1974, 28(1):174–192.
2. Zacharie D. On the Hausdorff dimension of the set generated by exceptional oscillions of a two-parameter Wiener process[J]. Journal of Multivariate Analysis, 2001, 79(1):52–70.
3. Orey S, Pruitt W E. Sample functions of the N-parameter Wiener process[J]. The Annals of Probability, 1973, 1(1):138–163.
4. Lin Z Y, Choi Y K. Some limit theorems for fractional Lévy Brownian fields[J]. Stochastic Processes and Their Applications, 1999, 82(2):229–244.
5. Bingham N, Goldie C, Teugels J. Regular variation[M]. London: Cambridge University Press, 1987.
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