Multiple points of trajectories of multiparameter fractional Brownian motion

From MaRDI portal
Publication:1281421

DOI10.1007/s004400050200zbMath0928.60026OpenAlexW2053158165MaRDI QIDQ1281421

Michel Talagrand

Publication date: 2 January 2000

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050200




Related Items (19)

Computer Simulations of Self-Repelling Fractional Brownian MotionHitting probabilities of Gaussian random fields and collision of eigenvalues of random matricesStrong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spacesHausdorff measures of the image, graph and level set of bifractional Brownian motionSpectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fieldsGeneralized dimensions of images of measures under Gaussian processesA note on approximation to multifractional Brownian motionProperties of local-nondeterminism of Gaussian and stable random fields and their applicationsStrong local nondeterminism and exact modulus of continuity for spherical Gaussian fieldsParticle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\)The self-intersections of a Gaussian random fieldMultiple points of Gaussian random fieldsHausdorff-type measures of the sample paths of fractional Brownian motionHölder properties of local times for fractional Brownian motionsAN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSESPolarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimensionThe Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminismExact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motionGeneralized continuous time random walks and Hermite processes




This page was built for publication: Multiple points of trajectories of multiparameter fractional Brownian motion