首页 | 本学科首页   官方微博 | 高级检索  
     


Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion
Authors:Zhen Long Chen
Affiliation:1. School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, 310018, P. R. China
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.
Keywords:Multifractional Brownian motion  hitting probability  inverse image  level set  Hausdorff dimension  packing dimension
本文献已被 CNKI 维普 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