文章基本信息
- 标题：Hausdorff dimension of the record set of a fractional Brownian motion
- 本地全文：下载
- 作者：Lucas Benigni ; Clément Cosco ; Assaf Shapira 等
- 期刊名称：Electronic Communications in Probability
- 印刷版ISSN：1083-589X
- 出版年度：2018
- 卷号：23
- DOI：10.1214/18-ECP121
- 语种：English
- 出版社：Electronic Communications in Probability
- 摘要：We prove that the Hausdorff dimension of the record set of a fractional Brownian motion with Hurst parameter $H$ equals $H$.
