Advanced Search
Home > Journals > Electron. Commun. Probab. > Volume 23 > Article
Open Access
2018 Hausdorff dimension of the record set of a fractional Brownian motion
Lucas Benigni, Clément Cosco, Assaf Shapira, Kay Jörg Wiese
Electron. Commun. Probab. 23: 1-8 (2018). DOI: 10.1214/18-ECP121

Abstract

We prove that the Hausdorff dimension of the record set of a fractional Brownian motion with Hurst parameter $H$ equals $H$.

Citation

Download Citation

Lucas Benigni. Clément Cosco. Assaf Shapira. Kay Jörg Wiese. "Hausdorff dimension of the record set of a fractional Brownian motion." Electron. Commun. Probab. 23 1 - 8, 2018. https://doi.org/10.1214/18-ECP121

Information

Received: 19 September 2017; Accepted: 27 February 2018; Published: 2018
First available in Project Euclid: 30 March 2018

zbMATH: 1390.60143
MathSciNet: MR3785396
Digital Object Identifier: 10.1214/18-ECP121

Subjects:
Primary: 28A78 , 28A80 , 60G17 , 60G18 , 60G22

Keywords: fractional Brownian motion , Hausdorff dimension , record set

JOURNAL ARTICLE
 8 PAGES
DOWNLOAD PDF + SAVE TO MY LIBRARY
GET CITATION
< Previous Article
|
Next Article >
Institute of Mathematical Statistics and Bernoulli Society
Subscribe to Project Euclid
Receive erratum alerts for this article
Back to Top