The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion

DOI10.1007/s11425-007-2061-5zbMath1124.60064OpenAlexW1996265938MaRDI QIDQ2372571

Zheng Yan Lin, Rong Mao Zhang

Publication date: 30 July 2007

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-007-2061-5

zbMATH Keywords

imagegraphHausdorff measuresojourn timeiterated Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Brownian motion (60J65) Sample path properties (60G17) Hausdorff and packing measures (28A78)

Cites Work

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• The uniform modulus of continuity of iterated Brownian motion
• Local times and related properties of multidimensional iterated Brownian motion
• Hausdorff and packing measures of the level sets of iterated Brownian motion
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• Lower limits of iterated Wiener processes
• The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion
• Global Strassen-type theorems for iterated Brownian motions
• Functions continuous and singular with respect to a Hausdorff measure

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