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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.
Cited literature [31 references]
https://hal-cnrs.archives-ouvertes.fr/hal-02890880
Contributor : Stéphane Seuret <>
Submitted on : Monday, July 6, 2020 - 3:44:12 PM
Last modification on : Friday, July 17, 2020 - 5:15:53 AM
Contributor : Stéphane Seuret <>
Submitted on : Monday, July 6, 2020 - 3:44:12 PM
Last modification on : Friday, July 17, 2020 - 5:15:53 AM
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