Sojourn time dimensions of fractional Brownian motion
Probability
2018-09-05 v1 Metric Geometry
Abstract
We describe the size of the sets of sojourn times associated with a fractional Brownian motion in terms of various large scale dimensions.
Cite
@article{arxiv.1809.00518,
title = {Sojourn time dimensions of fractional Brownian motion},
author = {Ivan Nourdin and Giovanni Peccati and Stéphane Seuret},
journal= {arXiv preprint arXiv:1809.00518},
year = {2018}
}
Comments
16 pages