Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/24795
Title: On sojourn of Brownian motion inside moving boundaries
Authors: Seuret, S
Yang, X
Keywords: Macroscopic Hausdorff dimension;Mass dimension;Brownian motion;Sojourn sets
Issue Date: 5-Feb-2019
Publisher: Elsevier
Citation: Seuret, S. and Yang, X. (2019) ‘On sojourn of Brownian motion inside moving boundaries’, Stochastic Processes and their Applications. Elsevier BV. doi:10.1016/j.spa.2018.04.002
Abstract: We investigate the large scale structure of certain sojourn sets of one dimensional Brownian motion within two-sided moving boundaries. The macroscopic Hausdorff dimension, upper mass dimension and logarithmic density of these sets, are computed. We also give a uniform macroscopic dimension result for the Brownian level sets.
URI: http://bura.brunel.ac.uk/handle/2438/24795
DOI: http://dx.doi.org/10.1016/j.spa.2018.04.002
https://doi.org/10.48550/arXiv.1706.04519
ISSN: 0304-4149
Appears in Collections:Dept of Mathematics Research Papers

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