Fractal dimensions of rough differential equations driven by fractional Brownian motions

DOI10.1016/j.spa.2016.02.005zbMath1342.60090arXiv1501.06653OpenAlexW1599636542MaRDI QIDQ288841

Shuwen Lou, Cheng Ouyang

Publication date: 27 May 2016

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

Full work available at URL: https://arxiv.org/abs/1501.06653

zbMATH Keywords

sample pathsfractional Brownian motionfractal dimensionlevel setsrough differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Measure-preserving transformations (28D05) Fractals (28A80) Hausdorff and packing measures (28A78)

Related Items (4)

Mutual intersection for rough differential systems driven by fractional Brownian motions ⋮ Local times of stochastic differential equations driven by fractional Brownian motions ⋮ APPLICATION OF FRACTAL DIMENSION OF FRACTIONAL BROWNIAN MOTION TO SUPPLY CHAIN FINANCING AND OPERATIONAL COMPREHENSIVE DECISION-MAKING ⋮ Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion

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