Hausdorff and Packing Measures of the Level Sets of Iterated Brownian Motion
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DOI: 10.1023/A:1021669809625
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References listed on IDEAS
- Hu, Y. & Shi, Z., 1995. "The Csörgo-Révész modulus of non-differentiability of iterated Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 58(2), pages 267-279, August.
- Yimin Xiao, 1998. "Local Times and Related Properties of Multidimensional Iterated Brownian Motion," Journal of Theoretical Probability, Springer, vol. 11(2), pages 383-408, April.
- Shi, Z., 1995. "Lower limits of iterated Wiener processes," Statistics & Probability Letters, Elsevier, vol. 23(3), pages 259-270, May.
- Bertoin, Jean, 1996. "Iterated Brownian motion and stable() subordinator," Statistics & Probability Letters, Elsevier, vol. 27(2), pages 111-114, April.
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Cited by:
- Artemi Berlinkov & R. Daniel Mauldin, 2002. "Packing Measure and Dimension of Random Fractals," Journal of Theoretical Probability, Springer, vol. 15(3), pages 695-713, July.
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Keywords
Iterated Brownian motion; Hausdorff measure; packing measure; level set; local time;All these keywords.
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