首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Hausdorff measures of the image, graph and level set of bifractional Brownian motion
Authors:NaNa Luan
Institution:1. School of Mathematical Sciences, Beijing Normal University, Beijing, 100875, China
Abstract:Let B H,K = {B H,K (t), t ∈ ?+} be a bifractional Brownian motion in ? d . This process is a self-similar Gaussian process depending on two parameters H and K and it constitutes a natural generalization of fractional Brownian motion (which is obtained for K = 1). The exact Hausdorff measures of the image, graph and the level set of B H,K are investigated. The results extend the corresponding results proved by Talagrand and Xiao for fractional Brownian motion.
Keywords:
本文献已被 CNKI SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号