Dimensional properties of fractional Brownian motion

DOI10.1007/s10114-005-0928-3zbMath1121.60039OpenAlexW2100346792MaRDI QIDQ2641524

Dong Sheng Wu, Yimin Xiao

Publication date: 20 August 2007

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-005-0928-3

zbMATH Keywords

fractional Brownian motionHausdorff dimensionstrong local nondeterminismuniform dimension results

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Related Items

Application of rotational spectrum for correlation dimension estimation ⋮ Some sample path properties of multifractional Brownian motion ⋮ Uniform dimension results for Gaussian random fields ⋮ Time irreversibility analysis and abnormality detection based on Riemannian geometry for complex time series

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