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Sojourn time dimensions of fractional Brownian motion

Abstract : We describe the size of the sets of sojourn times $E_\gamma = \{ t\geq 0: |B_t| \leq t^\gamma\}$ associated with a fractional Brownian motion $B$ in terms of various large scale dimensions.
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https://hal-cnrs.archives-ouvertes.fr/hal-02890880
Contributor : Stéphane Seuret <>
Submitted on : Monday, July 6, 2020 - 3:44:12 PM
Last modification on : Wednesday, September 9, 2020 - 2:42:27 PM
Long-term archiving on: : Monday, September 28, 2020 - 3:28:38 PM

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  • HAL Id : hal-02890880, version 1

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Ivan Nourdin, Giovanni Peccati, Stéphane Seuret. Sojourn time dimensions of fractional Brownian motion. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2020. ⟨hal-02890880⟩

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