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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 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 225.74 kB | Adobe PDF | View/Open |
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