Related papers: From almost sure local regularity to almost sure H…
Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…
We consider measures which are invariant under a measurable iterated function system with positive, place-dependent probabilities in a separable metric space. We provide an upper bound of the Hausdorff dimension of such a measure if it is…
We study several fractal properties of the Weierstrass-type function \[ W(x)=\sum_{n=0} ^\infty \lambda (x) \lambda(\tau x) \cdots \lambda (\tau ^{n-1}x)\, g(\tau ^n x), \] where $\tau :[0,1)\to[0,1)$ is a cookie cutter map with possibly…
We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processes. The canonical process from the family has the same scaling property as standard Brownian motion and plays an important role in the study…
We prove that every hyperbolic measure invariant under a C^{1+\alpha} diffeomorphism of a smooth Riemannian manifold possesses asymptotically ``almost'' local product structure, i.e., its density can be approximated by the product of the…
We derive, from conformal invariance and quantum gravity, the multifractal spectrum f(alpha,c) of the harmonic measure (or electrostatic potential, or diffusion field) near any conformally invariant fractal in two dimensions, corresponding…
We consider equidistant approximations of stochastic integrals driven by H\"older continuous Gaussian processes of order $H>\frac12$ with discontinuous integrands involving bounded variation functions. We give exact rate of convergence in…
We describe the multifractal nature of random weak Gibbs measures on some class of attractors associated with $C^1$ random dynamics semi-conjugate to a random subshift of finite type. This includes the validity of the multifractal…
In this work, we present a detailed analysis on the exact expression of the $L^2$-norm of the symmetric-Stratonovich stochastic integral driven by a multi-dimensional fractional Brownian motion $B$ with parameter $\frac{1}{4} < H <…
In this paper, we study the existence and (H\"older) regularity of local times of stochastic differential equations driven by fractional Brownian motions. In particular, we show that in one dimension and in the rough case H<1/2, the…
The study of random Fourier series, linear combinations of trigonometric functions whose coefficients are independent (in our case Gaussian) random variables with polynomially bounded means and standard deviations, dates back to Norbert…
This document offers a concise introduction to the mathematical theory and practical application of the Hausdorff Measure and Dimension. The primary objective is to clarify and rigorously detail the two most common methods used for…
We develop a method for the rigorous estimation of Hausdorff dimensions of limit sets produced by continued fraction iterated function systems. Our method is based on the approximation of a Perron-Frobenius operator using the finite element…
For planar self-affine sets satisfying the strong separation condition, recent work of B\'ar\'any, Hochman, and Rapaport gives mild assumptions under which the Hausdorff dimension equals the affinity dimension. In this paper, we study…
We establish asymptotic upper and lower bounds for the Wasserstein distance of any order $p\ge 1$ between the empirical measure of a fractional Brownian motion on a flat torus and the uniform Lebesgue measure. Our inequalities reveal an…
Mathematical models for complex systems under random fluctuations often certain uncertain parameters. However, quantifying model uncertainty for a stochastic differential equation with an $\alpha$-stable L\'evy process is still lacking.…
In this article, we fully characterize the measurable Gaussian processes $(U(x))_{x\in\mathcal{D}}$ whose sample paths lie in the Sobolev space of integer order $W^{m,p}(\mathcal{D}),\ m\in\mathbb{N}_0,\ 1 <p<+\infty$, where $\mathcal{D}$…
Let $B^{H}$ be a $d$-dimensional fractional Brownian motion with Hurst index $H\in(0,1)$, $f:[0,1]\longrightarrow\mathbb{R}^{d}$ a Borel function, and $E\subset[0,1]$, $F\subset\mathbb{R}^{d}$ are given Borel sets. The focus of this paper…
We investigate the Hausdorff measure and content on a class of quasi self-similar sets that include, for example, graph-directed and sub self-similar and self-conformal sets. We show that any Hausdorff measurable subset of such a set has…