Skip to Main content Skip to Navigation
Journal articles

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.
Complete list of metadata

Cited literature [31 references]  Display  Hide  Download
Contributor : Stéphane Seuret Connect in order to contact the contributor
Submitted on : Monday, July 6, 2020 - 3:44:12 PM
Last modification on : Tuesday, November 16, 2021 - 4:27:05 AM
Long-term archiving on: : Monday, September 28, 2020 - 3:28:38 PM


Files produced by the author(s)


  • HAL Id : hal-02890880, version 1


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



Les métriques sont temporairement indisponibles