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.
https://hal-cnrs.archives-ouvertes.fr/hal-02890880
Contributor : Stéphane Seuret <>
Submitted on : Monday, July 6, 2020 - 3:44:12 PM Last modification on : Thursday, December 10, 2020 - 10:56:19 AM Long-term archiving on: : Monday, September 28, 2020 - 3:28:38 PM
Ivan Nourdin, Giovanni Peccati, Stéphane Seuret. Sojourn time dimensions of fractional Brownian motion. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2020. ⟨hal-02890880⟩