Abstract
Given a two-dimensional fractional multiplicative process (F t)t ∈[0,1] determined by two Hurst exponents H 1 and H2, we show that there is an associated uniform Hausdorff dimension result for the images of subsets of [0,1] by F if and only if H1 = H2. © Association des Publications de l'Institut Henri Poincaré, 2014.
| Original language | English |
|---|---|
| Pages (from-to) | 512-523 |
| Number of pages | 11 |
| Journal | Annales de l'institut Henri Poincare (B) Probability and Statistics |
| Volume | 50 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2014 |
Keywords
- Fractional multiplicative processes
- Hausdorff dimension
- Level sets
- Uniform dimension result