On the fractal nature of increments of l(p)-valued Gaussian processes

[摘要] We prove that the set of points where exceptional oscillation of l(P)-valued Gaussian processes occur infinitely often is a random fractal, and evaluate, its Hausdorff dimension. Applications to fractional Brownian motions and Ornstein-Uhlenbeck processes are also discussed. (C) 1997 Elsevier Science B.V.

[发布日期] 1997-10-30

[关键词] fractal nature;Hausdorff dimension;l(p)-valued Gaussian process;fraction Brownian motion;Wiener and Ornstein-Uhlenbeck processes