Related papers: Nonstandard analysis, fractal properties and Brown…

Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a product space $(0,1/2] \times L^2(T,m)$, $(T,m)$ a separable measure space, where the first coordinate corresponds to the Hurst parameter of…

Fractal dimension constitutes the main tool to test for fractal patterns in Euclidean contexts. For this purpose, it is always used the box dimension, since it is easy to calculate, though the Hausdorff dimension, which is the oldest and…

In this article a collection of random self-similar fractal dendrites is constructed, and their Hausdorff dimension is calculated. Previous results determining this quantity for random self-similar structures have relied on geometrical…

This paper studies a stochastic functional differential equation driven by a fractional Brownian motion with Hurst parameter H>1/2, constrained to be reflected at 0. We prove the existence of solutions using the Euler method. However,…

We show that the set of numbers that are $Q$-distribution normal but not simply $Q$-ratio normal has full Hausdorff dimension. It is further shown under some conditions that countable intersections of sets of this form still have full…

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

An N-parameter Brownian sheet in R^d maps a non-random compact set F in R^N_+ to the random compact set B(F) in \R^d. We prove two results on the image-set B(F): (1) It has positive d-dimensional Lebesgue measure if and only if F has…

Denoting the Hausdorff dimension of the Fibonacci Hamiltonian with coupling $\lambda$ by $\mathrm{HD}_\lambda$, we prove that for all but countably many $\lambda$, the Hausdorff dimension of the spectrum of the square Fibonacci Hamiltonian…

We give a new representation of fractional Brownian motion with Hurst parameter H<=1/2 using stochastic partial differential equations. This representation allows us to use the Markov property and time reversal, tools which are not usually…

A Hausdorff measure version of W.M. Schmidt's inhomogeneous, linear forms theorem in metric number theory is established. The key ingredient is a `slicing' technique motivated by a standard result in geometric measure theory. In short,…

In this work, we prove a version of H\"{o}rmander's theorem for a stochastic evolution equation driven by a trace-class fractional Brownian motion with Hurst exponent $\frac{1}{2} < H < 1$ and an analytic semigroup on a given separable…

This work proposes a novel technique for the numerical calculus of the fractal dimension of fractal objects which can be represented as a closed contour. The proposed method maps the fractal contour onto a complex signal and calculates its…

The Hausdorff dimension of the graphs of the functions in H\"older and Besov spaces (in this case with integrability p \geq 1) on fractal d-sets is studied. Denoting by s \in (0,1] the smoothness parameter, the sharp upper bound…

For a positive measure set of nonuniformly expanding quadratic maps on the interval we effect a multifractal formalism, i.e., decompose the phase space into level sets of time averages of a given observable and consider the associated {\it…

We study the strong consistency and asymptotic normality of a least squares estimator of the drift coefficient in complex-valued Ornstein-Uhlenbeck processes driven by fractional Brownian motion, extending the results of Chen, Hu, Wang…

We develop a unified approach to establish the non-existence of three types of random fractals: (1) the pioneer triple points of the planar Brownian motion, answering an open question in [7], (2) the pioneer double cut points of the planar…

We consider several different models for generating random fractals including random self-similar sets, random self-affine carpets, and fractal percolation. In each setting we compute either the \emph{almost sure} or the \emph{Baire…

Currently the two popular ways to practice Robinson's nonstandard analysis are the model-theoretic approach and the axiomatic/syntactic approach. It is sometimes claimed that the internal axiomatic approach is unable to handle constructions…

Let $\{x\_n\}\_{n\geq 0}$ be a sequence of $[0,1]^d$, $\{\lambda\_n\} \_{n\geq 0}$ a sequence of positive real numbers converging to 0, and $\delta>1$. Let $\mu$ be a positive Borel measure on $[0,1]^d$, $\rho\in (0,1]$ and $\alpha>0$.…

We study non-autonomous conformal iterated function systems, with finite or countably infinite alphabet alike. These differ from the usual (autonomous) iterated function systems in that the contractions applied at each step in time are…