Title of article
On the fractal nature of increments of lp-valued Gaussian processes
Author/Authors
Zhang، نويسنده , , Li-Xin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
20
From page
91
To page
110
Abstract
We prove that the set of points where exceptional oscillation of lp-valued Gaussian processes occur infinitely often is a random fractal, and evaluate its Hausdorff dimension. Applications to fractional Brownian motions and Ornstein-Uhlenbeck processes are also discussed.
Keywords
60G15 , 60F15 , Hausdorff dimension , Fractal nature , Fraction Brownian motion , lp-valued Gaussian process , Wiener and Ornstein-Uhlenbeck processes
Journal title
Stochastic Processes and their Applications
Serial Year
1997
Journal title
Stochastic Processes and their Applications
Record number
1576166
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