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See detailA UNIFORM RESULT FOR THE DIMENSION OF FRACTIONAL BROWNIAN MOTION LEVEL SETS
Daw, Lara UL

in Statistics and Probability Letters (2020)

Let B={Bt:t≥0} be a real-valued fractional Brownian motion of index H∈(0,1). We prove that the macroscopic Hausdorff dimension of the level sets Lx={t∈R+:Bt=x} is, with probability one, equal to 1−H for ... [more ▼]

Let B={Bt:t≥0} be a real-valued fractional Brownian motion of index H∈(0,1). We prove that the macroscopic Hausdorff dimension of the level sets Lx={t∈R+:Bt=x} is, with probability one, equal to 1−H for all x∈R. [less ▲]

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