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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