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Volumn 33, Issue 4, 1997, Pages 379-387

Packing dimension of the image of fractional Brownian motion

Author keywords

Fractional Brownian motion; Image; Packing dimension; Packing dimension profiles

Indexed keywords


EID: 0031574846     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(96)00151-4     Document Type: Article
Times cited : (42)

References (12)
  • 5
    • 51649133752 scopus 로고
    • Dimension properties of the sample paths of self-similar processes
    • Lin, Hounan and Yimin. Xiao (1994), Dimension properties of the sample paths of self-similar processes, Acta Math. Sinica 10, 289-300.
    • (1994) Acta Math. Sinica , vol.10 , pp. 289-300
    • Lin, H.1    Xiao, Y.2
  • 7
    • 0000622785 scopus 로고
    • Sample functions of the N-parameter Wiener processes
    • Orey, S. and W.E. Pruitt (1973), Sample functions of the N-parameter Wiener processes, Ann. Probab. 1, 138-163.
    • (1973) Ann. Probab. , vol.1 , pp. 138-163
    • Orey, S.1    Pruitt, W.E.2
  • 9
    • 21344432528 scopus 로고    scopus 로고
    • Fractional Brownian motion and packing dimension
    • Talagrand, M. and Xiao, Yimin, (1996), Fractional Brownian motion and packing dimension, J. Theoret. Probab., 9, 579-593.
    • (1996) J. Theoret. Probab. , vol.9 , pp. 579-593
    • Talagrand, M.1    Xiao, Y.2
  • 10
    • 84966224394 scopus 로고
    • Packing measure and its evaluation for a Brownian path
    • Taylor, S.J. and C. Tricot (1985), Packing measure and its evaluation for a Brownian path, Trans. Amer. Math. Soc. 288, 679-699.
    • (1985) Trans. Amer. Math. Soc. , vol.288 , pp. 679-699
    • Taylor, S.J.1    Tricot, C.2
  • 11
    • 84971877468 scopus 로고
    • Two definitions of fractional dimension
    • Tricot, C. (1982), Two definitions of fractional dimension, Math. Proc. Cambridge Philos Soc. 91, 57-74.
    • (1982) Math. Proc. Cambridge Philos Soc. , vol.91 , pp. 57-74
    • Tricot, C.1
  • 12
    • 0010808587 scopus 로고
    • Uniform packing dimension results for fractional Brownian motion
    • A. Badrikian, P.A. Meyer and J.A. Yan, eds. (World Scientific, Singapore)
    • Xiao, Yimin (1993), Uniform packing dimension results for fractional Brownian motion, in: A. Badrikian, P.A. Meyer and J.A. Yan, eds., Probability and Statistics - Rencontres Franco - Chinoises en Probabilités et Statistiques (World Scientific, Singapore) pp. 211-219.
    • (1993) Probability and Statistics - Rencontres Franco - Chinoises en Probabilités et Statistiques , pp. 211-219
    • Xiao, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.