A uniform dimension result for two-dimensional fractional multiplicative processes

Xiong Jin

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

We show that a two-dimensional fractional multiplicative process has a uniform Hausdorff dimension result if and only if the two parameters of the process coincide.
Original languageEnglish
Pages (from-to)512--523
JournalAnnales de l'Institut Henri Poincaré (B) Probabilités et Statistiques
Volume50
Issue number2
DOIs
Publication statusPublished - Mar 2014

Keywords

  • self-similar processes
  • Hausdorff dimension
  • Fractional multiplicative processes
  • Uniform dimension result
  • Level sets

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