Taiwanese Journal of Mathematics

SOME FRACTAL PROPERTIES OF BROWNIAN PATHS

Narn-Rueih Shieh

Full-text: Open access

Abstract

In this paper, we survey some recent results concerning the fractal structure of Brownian sample paths. The following aspects are discussed: (1) average densities of Brownian trails and intersections; (2) dimension spectra of Brownian zeroes; (3) multifractal properties of Brownian substitutions.

Article information

Source
Taiwanese J. Math., Volume 4, Number 1 (2000), 45-53.

Dates
First available in Project Euclid: 18 July 2017

Permanent link to this document
https://projecteuclid.org/euclid.twjm/1500407197

Digital Object Identifier
doi:10.11650/twjm/1500407197

Mathematical Reviews number (MathSciNet)
MR1757982

Zentralblatt MATH identifier
0958.60036

Subjects
Primary: 60G17: Sample path properties

Keywords
Brownian motion self-similarity Hausdorff dimension occupation measure local time measure intersection measure average density dimension spectrum multifractal

Citation

Shieh, Narn-Rueih. SOME FRACTAL PROPERTIES OF BROWNIAN PATHS. Taiwanese J. Math. 4 (2000), no. 1, 45--53. doi:10.11650/twjm/1500407197. https://projecteuclid.org/euclid.twjm/1500407197


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