Hausdorff-type measures of the sample paths of fractional Brownian motion

AbstractLet φ be a Hausdorff measure function and let Λ be an infinite increasing sequence of positive integers. The Hausdorff-type measure φ-mΛ associated to φ and Λ is studied. Let X(t)(t∈RN) be fractional Brownian motion of index α in Rd. We evaluate the exact φ-mΛ measure of the image and graph set of X(t). A necessary and sufficient condition on the sequence Λ is given so that the usual Hausdorff measure functions for X([0,1]N) and GrX([0,1]N) are still the correct measure functions. If the sequence Λ increases faster, then some smaller measure functions will give positive and finite (φ,Λ)-Hausdorff measure for X([0,1]N) and GrX([0,1]N