The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet

DOI10.1081/SAP-200029491zbMath1072.60034OpenAlexW2092476679MaRDI QIDQ3158189

Zheng Yan Lin, Rong Mao Zhang

Publication date: 20 January 2005

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

Full work available at URL: https://doi.org/10.1081/sap-200029491

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Sample path properties (60G17)

Cites Work

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• Self-intersections of random fields
• Joint continuity of Gaussian local times
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• Local times of fractional Brownian sheets
• The exact Hausdorff measure of the level sets of Brownian motion
• Sample function properties of multi-parameter stable processes
• The exact hausdorff measure of the zero set of a stable process
• Small deviations for some multi-parameter Gaussian processes