Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion

被引：4
|
作者：
Chen, Zhen Long [1 ]
机构：
[1] Zhejiang Gongshang Univ, Sch Math & Stat, Hangzhou 310018, Zhejiang, Peoples R China
来源：
ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2013年 / 29卷 / 09期
关键词：
Multifractional Brownian motion; hitting probability; inverse image; level set; Hausdorff dimension; packing dimension; SAMPLE PATH PROPERTIES;
D O I：
10.1007/s10114-013-1307-0
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The main goal of this paper is to study the sample path properties for the harmonisabletype N-parameter multifractional Brownian motion, whose local regularities change as time evolves. We provide the upper and lower bounds on the hitting probabilities of an (N, d)-multifractional Brownian motion. Moreover, we determine the Hausdorff dimension of its inverse images, and the Hausdorff and packing dimensions of its level sets.
引用
收藏
页码：1723 / 1742
页数：20
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