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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

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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

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