Bivariate occupation measure dimension of multidimensional processes.

DOI10.1016/S0304-4149(02)00095-9zbMath1059.60051OpenAlexW1996928929MaRDI QIDQ1766083

Jean-Marc Bardet

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(02)00095-9

zbMATH Keywords

fractional Brownian motionHausdorff dimensionoccupation measurelocal timeself-similar processesindex stable processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Related Items (1)

Local correlation dimension of multidimensional stochastic process

Cites Work

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• Some local properties of Gaussian vector fields
• Dimension results for Gaussian vector fields and index-\(\alpha\) stable fields
• Double points of a Gaussian sample path
• Ergodic theory of chaos and strange attractors
• Multiple points of a Gaussian vector field

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