An additive process is a stochastic process with independent increments and that is continuous in probability. In this paper, we study the almost sure Hausdorff and Fourier dimension of the graph of continuous additive additive processes with zero mean. Such processes can be represented as $X_t = B_{V(t)}$ where $B$ is Brownian motion and $V$ is a continuous increasing function. We show that these dimensions depend on the local uniform H\"{o}lder indices. In particular, if $V$ is locally uniformly bi-Lipschitz, then the Hausdorff dimension of the graph will be 3/2. We also show that the Fourier dimension almost surely is positive if $V$ admits at least one point with positive lower H\"{o}lder regularity. It is also possible to estimate th...
The topics of this thesis lie at the interference of probability theory with dimensional and harmon...
The topics of this thesis lie at the interference of probability theory with dimensional and harmoni...
Abstract. Let X1,..., XN denote N independent, symmetric Lévy processes on Rd. The corresponding ad...
In a previous article (Int. Math. Res. Not. 2014:10 (2014), 2730–2745) T. Orponen and the authors pr...
After an introduction to Brownian motion, Hausdorff dimension, nonstandard analysis and Loeb measure...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
Manuscript available at https://doi.org/10.48550/arXiv.1509.08759 [math.PR], 16 pages, accepted b...
The topics of this thesis lie at the interference of probability theory with dimensional and harmoni...
International audienceLet $K$ be a compact set in $\rd$ with positive Hausdorff dimension. Using a F...
International audienceFine regularity of stochastic processes is usually measured in a local way by ...
International audienceFine regularity of stochastic processes is usually measured in a local way by ...
International audienceFine regularity of stochastic processes is usually measured in a local way by ...
Let $X$ be a $d$-dimensional Gaussian process in $[0,1]$, where the component are independent copies...
Let $X$ be a $d$-dimensional Gaussian process in $[0,1]$, where the component are independent copies...
The topics of this thesis lie at the interference of probability theory with dimensional and harmon...
The topics of this thesis lie at the interference of probability theory with dimensional and harmoni...
Abstract. Let X1,..., XN denote N independent, symmetric Lévy processes on Rd. The corresponding ad...
In a previous article (Int. Math. Res. Not. 2014:10 (2014), 2730–2745) T. Orponen and the authors pr...
After an introduction to Brownian motion, Hausdorff dimension, nonstandard analysis and Loeb measure...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
Manuscript available at https://doi.org/10.48550/arXiv.1509.08759 [math.PR], 16 pages, accepted b...
The topics of this thesis lie at the interference of probability theory with dimensional and harmoni...
International audienceLet $K$ be a compact set in $\rd$ with positive Hausdorff dimension. Using a F...
International audienceFine regularity of stochastic processes is usually measured in a local way by ...
International audienceFine regularity of stochastic processes is usually measured in a local way by ...
International audienceFine regularity of stochastic processes is usually measured in a local way by ...
Let $X$ be a $d$-dimensional Gaussian process in $[0,1]$, where the component are independent copies...
Let $X$ be a $d$-dimensional Gaussian process in $[0,1]$, where the component are independent copies...
The topics of this thesis lie at the interference of probability theory with dimensional and harmon...
The topics of this thesis lie at the interference of probability theory with dimensional and harmoni...
Abstract. Let X1,..., XN denote N independent, symmetric Lévy processes on Rd. The corresponding ad...