ON THE FRACTAL NATURE OF INCREMENTS OF THE INFINITE SERIES OF OU PROCESSES RELATED TO THE CHUNG LIL 被引量：1

ON THE FRACTAL NATURE OF INCREMENTS OF THE INFINITE SERIES OF OU PROCESSES RELATED TO THE CHUNG LIL

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摘要 Abstract The author proves that the set of points where the Chung type LIL fails for the path of the infinite series of independent Ornstein Uhlenbeck processes is a random fractal, and evaluates its Hausdorff dimension. Abstract The author proves that the set of points where the Chung type LIL fails for the path of the infinite series of independent Ornstein Uhlenbeck processes is a random fractal, and evaluates its Hausdorff dimension.

作者 ZHANG LIXIN

出处《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 1998年第2期215-222,共8页 高校应用数学学报（英文版）（B辑）

关键词 Fractal nature Hausdorff dimension Ornstein-Uhlenbeck process Wiener process Fractal nature Hausdorff dimension Ornstein-Uhlenbeck process Wiener process

分类号 O174.12 [理学—基础数学]

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Applied Mathematics(A Journal of Chinese Universities)

1998年第2期

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ON THE FRACTAL NATURE OF INCREMENTS OF THE INFINITE SERIES OF OU PROCESSES RELATED TO THE CHUNG LIL 被引量：1

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