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Article Dans Une Revue Electronic Communications in Probability Année : 2018

Hausdorff dimension of the record set of a fractional Brownian motion

Résumé

We prove that the Hausdorff dimension of the record set of a fractional Brownian motion with Hurst parameter $H$ equals $H$.

Dates et versions

hal-02168796 , version 1 (29-06-2019)

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Lucas Benigni, Clément Cosco, Assaf Shapira, Kay Jörg Wiese. Hausdorff dimension of the record set of a fractional Brownian motion. Electronic Communications in Probability, 2018, 23, ⟨10.1214/18-ECP121⟩. ⟨hal-02168796⟩
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