On sojourn of Brownian motion inside moving boundaries

Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/24795

Full metadata record

DC Field	Value	Language
dc.contributor.author	Seuret, S	-
dc.contributor.author	Yang, X	-
dc.date.accessioned	2022-07-05T09:16:13Z	-
dc.date.available	2019-03-01	-
dc.date.available	2022-07-05T09:16:13Z	-
dc.date.issued	2019-02-05	-
dc.identifier.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	en_US
dc.identifier.issn	0304-4149	-
dc.identifier.uri	http://bura.brunel.ac.uk/handle/2438/24795	-
dc.description.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.	en_US
dc.format.extent	978 - 994	-
dc.publisher	Elsevier	en_US
dc.subject	Macroscopic Hausdorff dimension	en_US
dc.subject	Mass dimension	en_US
dc.subject	Brownian motion	en_US
dc.subject	Sojourn sets	en_US
dc.title	On sojourn of Brownian motion inside moving boundaries	en_US
dc.type	Article	en_US
dc.identifier.doi	http://dx.doi.org/10.1016/j.spa.2018.04.002	-
dc.identifier.doi	https://doi.org/10.48550/arXiv.1706.04519	-
dc.relation.isPartOf	Stochastic Processes and their Applications	-
pubs.issue	3	-
pubs.publication-status	Published	-
pubs.volume	129	-
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