Hausdorff dimension of the record set of a fractional Brownian motion

DOI10.1214/18-ECP121zbMath1390.60143arXiv1706.09726MaRDI QIDQ1748576

Assaf Shapira, Lucas Benigni, Clément Cosco, Kay Jörg Wiese

Publication date: 11 May 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.09726

zbMATH Keywords

fractional Brownian motionHausdorff dimensionrecord set

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18) Fractals (28A80) Hausdorff and packing measures (28A78)

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