The exact Hausdorff measure of the zero set of fractional Brownian motion

DOI10.1007/s10959-009-0271-1zbMath1216.60030OpenAlexW2057833480MaRDI QIDQ633137

D. Baraka, Thomas S. Mountford

Publication date: 31 March 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://infoscience.epfl.ch/record/171684/files/10959_2009_Article_271.pdf

zbMATH Keywords

fractional Brownian motionGaussian processlevel setHausdorff measurelocal timelocal nondeterminismexact Hausdorff dimension

Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)

Related Items (6)

Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields ⋮ The exact Hausdorff measure of the zero set of fractional Brownian motion ⋮ The zero set of fractional Brownian motion is a Salem set ⋮ Inverse local times of fractional Brownian motion ⋮ The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism ⋮ Exact moduli of continuity for operator-scaling Gaussian random fields

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