Asymptotic Properties and Hausdorff Dimensions of Fractional Brownian Sheets

被引：0

作者：

Antoine Ayache

Yimin Xiao

机构：

[1] U.M.R CNRS 8524,

[2] Laboratoire Paul Painleve,undefined

[3] Bat.M2,undefined

[4] Universite Lille 1,undefined

[5] 59 655 Villeneuve d’Ascq Cedex and U.M.R CNRS 8020 CLAREE,undefined

[6] IAE de Lille 104,undefined

[7] Avenue du Peuple Belge,undefined

[8] 59043 Lille Cedex,undefined

[9] Department of Statistics and Probability,undefined

[10] A-413 Wells Hall,undefined

[11] Michigan State University,undefined

[12] East Lansing,undefined

[13] MI 48823,undefined

来源：

Journal of Fourier Analysis and Applications | 2005年 / 11卷

关键词：

Differential Equation; Partial Differential Equation; Fourier Analysis; Asymptotic Property; Hausdorff Dimension;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Let BH = {BH(t ), t ∈ ℝN} be an (N, d)-fractional Brownian sheet with index H = (H1, . . . , HN) ∈ (0, 1)N. The uniform and local asymptotic properties of BH are proved by using wavelet methods. The Hausdorff and packing dimensions of the range BH ([0, 1]N), the graph Gr BH ([0, 1]N) and the level set are determined.

引用

页码：407 / 439

页数：32