Dimension results of multifractional Brownian sheets

DOI10.1063/1.2750290zbMath1144.81426OpenAlexW2091507758MaRDI QIDQ3529820

Dong Sheng Wu

Publication date: 14 October 2008

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.2750290

Mathematics Subject Classification ID

Gaussian processes (60G15) Hausdorff and packing measures (28A78)

Related Items (2)

Multifractional Hermite processes: definition and first properties ⋮ Local times of multifractional Brownian sheets

Cites Work

• Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
• Geometric properties of fractional Brownian sheets
• Elliptic Gaussian random processes
• Fractional Brownian sheet
• Local times of fractional Brownian sheets
• Hausdorff dimension of the graph of the fractional Brownian sheet
• From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions
• How rich is the class of multifractional Brownian motions?
• Fractional Brownian fields, duality, and martingales
• Fractional Brownian Motions, Fractional Noises and Applications

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