Sojourn time dimensions of fractional Brownian motion
Ivan NourdinGiovanni PeccatiStéphane Seuret
所有作者
Ivan NourdinGiovanni PeccatiStéphane Seuret
文献摘要
We describe the size of the sets of sojourn times $E_\gamma ={t\geq 0:
|B_t|\leq t^\gamma}associatedwithafractionalBrownianmotionB$ in terms
of various large scale dimensions.