Hausdorff and packing measures of the level sets of iterated Brownian motion

DOI10.1023/A:1021669809625zbMath0935.60066OpenAlexW155763475MaRDI QIDQ1295849

Yue Yun Hu

Publication date: 25 April 2000

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021669809625

zbMATH Keywords

Hausdorff measurelocal timegauge functionpacking measureiterated Brownian motionexact Hausdorff dimensionexact packing dimension

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55) Hausdorff and packing measures (28A78)

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