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Hausdorff dimension of the record set of a fractional Brownian motion - MaRDI portal

Hausdorff dimension of the record set of a fractional Brownian motion (Q1748576)

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Hausdorff dimension of the record set of a fractional Brownian motion
scientific article

    Statements

    title
    Hausdorff dimension of the record set of a fractional Brownian motion (English)
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    author
    Lucas Benigni
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    Clément Cosco
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    Assaf Shapira
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    Kay Jörg Wiese
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    publication date
    11 May 2018
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    zbMATH Keywords
    fractional Brownian motion
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    record set
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    Hausdorff dimension
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    Identifiers

    DOI
    10.1214/18-ECP121
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    Mathematics Subject Classification ID
    60G22
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    60G17
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    60G18
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    28A78
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    28A80
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    zbMATH DE Number
    6867820
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    arXiv ID
    1706.09726
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