• Title of article

    Hausdorff-type measures of the sample paths of fractional Brownian motion

  • Author/Authors

    Xiao، نويسنده , , Yimin، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1998
  • Pages
    22
  • From page
    251
  • To page
    272
  • Abstract
    Let φ be a Hausdorff measure function and let Λ be an infinite increasing sequence of positive integers. The Hausdorff-type measure φ-mΛ associated to φ and Λ is studied. Let X(t) (t∈RN) be fractional Brownian motion of index α in Rd. We evaluate the exact φ-mΛ measure of the image and graph set of X(t). A necessary and sufficient condition on the sequence Λ is given so that the usual Hausdorff measure functions for X([0,1]N) and Gr X([0,1]N) are still the correct measure functions. If the sequence Λ increases faster, then some smaller measure functions will give positive and finite (φ,Λ)-Hausdorff measure for X([0,1]N) and Gr X([0,1]N)
  • Keywords
    Fractional Brownian motion , Packing measure , IMAGE , Hausdorff-type measures , Graph set
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1998
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576228