Abstract
We describe the size of the sets of sojourn times $E_{\gamma }=\{t\geq 0:|B_{t}|\leq t^{\gamma }\}$ associated with a fractional Brownian motion $B$ in terms of various large scale dimensions.
Citation
Ivan Nourdin. Giovanni Peccati. Stéphane Seuret. "Sojourn time dimensions of fractional Brownian motion." Bernoulli 26 (3) 1619 - 1634, August 2020. https://doi.org/10.3150/19-BEJ1105
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