Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion |
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Authors: | Zhen Long Chen |
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Affiliation: | 1. School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, 310018, P. R. China
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Abstract: | The main goal of this paper is to study the sample path properties for the harmonisabletype N-parameter multifractional Brownian motion, whose local regularities change as time evolves. We provide the upper and lower bounds on the hitting probabilities of an (N, d)-multifractional Brownian motion. Moreover, we determine the Hausdorff dimension of its inverse images, and the Hausdorff and packing dimensions of its level sets. |
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Keywords: | Multifractional Brownian motion hitting probability inverse image level set Hausdorff dimension packing dimension |
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