Image sets of fractional Brownian sheets
Probability
2015-07-31 v1
Abstract
Let be an -fractional Brownian sheet with Hurst index . The main objective of the present paper is to study the Hausdorff dimension of the image sets , and , in the dimension case . Following the seminal work of Kaufman (1989), we establish uniform dimensional properties on , answering questions raised by Khoshnevisan et al (2006) and Wu and Xiao (2009). For the purpose of this work, we introduce a refinement of the sectorial local-nondeterminism property which can be of independent interest to the study of other fine properties of fractional Brownian sheets.
Keywords
Cite
@article{arxiv.1507.08466,
title = {Image sets of fractional Brownian sheets},
author = {Paul Balança},
journal= {arXiv preprint arXiv:1507.08466},
year = {2015}
}
Comments
14 pages, 1 figure