Abstract
Let $\{B^{(\alpha)}(t)\}_{t\in\mathbb{R}^{d}}$ be the Fractional Brownian Sheet with multi-index $\alpha=(\alpha_1,\ldots, \alpha_d)$, $0< \alpha_i< 1$. In \cite{Kamont1996}, Kamont has shown that, with probability $1$, the box dimension of the graph of a trajectory of this Gaussian field, over a non-degenerate cube $Q\subset\mathbb{R}^{d}$ is equal to $d+1-\min(\alpha_1,\ldots,\alpha_d)$. In this paper, we prove that this result remains true when the box dimension is replaced by the Hausdorff dimension or the packing dimension.
Citation
Antoine Ayache. "Hausdorff dimension of the graph of the Fractional Brownian Sheet." Rev. Mat. Iberoamericana 20 (2) 395 - 412, June, 2004.
Information