Adler, R.J. and Taylor, J.E. (2007). Random Fields and Geometry. Springer Monographs in Mathematics. New York: Springer. MR2319516
Ayache, A. (2004). Hausdorff dimension of the graph of the fractional Brownian sheet. Rev. Mat. Iberoam. 20 395-412. MR2073125 https://doi.org/10.4171/RMI/394
Barlow, M.T. and Taylor, S.J. (1989). Fractional dimension of sets in discrete spaces. J. Phys. A 22 2621-2628. MR1003752
Barlow, M.T. and Taylor, S.J. (1992). Defining fractal subsets of Zd. Proc. Lond. Math. Soc. (3) 64 125-152. MR1132857 https://doi.org/10.1112/plms/s3-64.1.125
Berman, S.M. (1969). Local times and sample function properties of stationary Gaussian processes. Trans. Amer. Math. Soc. 137 277-299. MR0239652 https://doi.org/10.2307/1994804
Berman, S.M. (1991). Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes. Stochastic Process. Appl. 39 201-220. MR1136246 https://doi.org/10.1016/0304-4149(91) 90079-R
Ciesielski, Z. and Taylor, S.J. (1962). First passage times and sojourn times for Brownian motion in space and the exact Hausdorff measure of the sample path. Trans. Amer. Math. Soc. 103 434-450. MR0143257 https://doi.org/10.2307/1993838
Grahovac, D. and Leonenko, N.N. (2018). Bounds on the support of the multifractal spectrum of stochastic processes. Fractals 26 1850055, 21. MR3858495 https://doi.org/10.1142/ S0218348X1850055X
Jeulin, T. (1980). Semi-Martingales et Grossissement D'une Filtration. Lecture Notes in Math. 833. Berlin: Springer. MR0604176
Karatzas, I. and Shreve, S.E. (1991). Brownian Motion and Stochastic Calculus, 2nd ed. Graduate Texts in Mathematics 113. New York: Springer. MR1121940 https://doi.org/10.1007/ 978-1-4612-0949-2
Khoshnevisan, D., Kim, K. and Xiao, Y. (2017). Intermittency and multifractality: A case study via parabolic stochastic PDEs. Ann. Probab. 45 3697-3751. MR3729613 https://doi.org/10.1214/ 16-AOP1147
Khoshnevisan, D. and Xiao, Y. (2004). Additive Lévy processes: Capacity and Hausdorff dimension. In Fractal Geometry and Stochastics III. Progress in Probability 57 151-170. Basel: Birkhäuser. MR2087138
Khoshnevisan, D. and Xiao, Y. (2017). On the macroscopic fractal geometry of some random sets. In Stochastic Analysis and Related Topics. Progress in Probability 72 179-206. Cham: Birkhäuser/Springer. MR3737630
Mörters, P. and Peres, Y. (2010). Brownian Motion. Cambridge Series in Statistical and Probabilistic Mathematics 30. Cambridge: Cambridge Univ. Press. MR2604525 https://doi.org/10.1017/ CBO9780511750489
Nourdin, I. (2012). Selected Aspects of Fractional Brownian Motion. Bocconi & Springer Series 4. Milan: Springer; Milan: Bocconi Univ. Press. MR3076266 https://doi.org/10.1007/978-88-470-2823-4
Orey, S. (1972). Growth rate of certain Gaussian processes. In Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. II: Probability Theory 443-451. MR0402897
Pruitt, W.E. (1969/1970). The Hausdorff dimension of the range of a process with stationary independent increments. J. Math. Mech. 19 371-378. MR0247673 https://doi.org/10.1512/iumj.1970.19. 19035
Pruitt, W.E. and Taylor, S.J. (1996). Packing and covering indices for a general Lévy process. Ann. Probab. 24 971-986. MR1404539 https://doi.org/10.1214/aop/1039639373
Ray, D. (1963). Sojourn times and the exact Hausdorff measure of the sample path for planar Brownian motion. Trans. Amer. Math. Soc. 106 436-444. MR0145599 https://doi.org/10.2307/1993753
Revuz, D. and Yor, M. (1999). Continuous Martingales and Brownian Motion, 3rd ed. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] 293. Berlin: Springer. MR1725357 https://doi.org/10.1007/978-3-662-06400-9
Seuret, S. and Yang, X. (2019). On sojourn of Brownian motion inside moving boundaries. Stochastic Process. Appl. 129 978-994. MR3913276 https://doi.org/10.1016/j.spa.2018.04.002
Shieh, N.-R. and Xiao, Y. (2010). Hausdorff and packing dimensions of the images of random fields. Bernoulli 16 926-952. MR2759163 https://doi.org/10.3150/09-BEJ244
Taylor, S.J. (1953). The Hausdorff α-dimensional measure of Brownian paths in n-space. Proc. Camb. Philos. Soc. 49 31-39. MR0052719 https://doi.org/10.1017/s0305004100028000
Taylor, S.J. (1955). The α-dimensional measure of the graph and set of zeros of a Brownian path. Proc. Camb. Philos. Soc. 51 265-274. MR0074494 https://doi.org/10.1017/s030500410003019x
Uchiyama, K. (1982). The proportion of Brownian sojourn outside a moving boundary. Ann. Probab. 10 220-233. MR0637388
Xiao, Y. (1997). Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields. Probab. Theory Related Fields 109 129-157. MR1469923 https://doi.org/10.1007/s004400050128
Yang, X. (2018). Hausdorff dimension of the range and the graph of stable-like processes. J. Theoret. Probab. 31 2412-2431. MR3866619 https://doi.org/10.1007/s10959-017-0784-y
