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可加布朗运动逗留时测度的重分形分析

Multifractal Analysis for Occupation Time of Additive Brownian Motion
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摘要 研究N指标d维非常返可加布朗运动逗留时测度的重分形分析问题,给出粗糙、精细两种重分形分析的上、下界估计. The muhifractal analysis for occupation time of N-parameter Rd-valued transient additive Brownian motion is studied. Upper and lower bounds of the coarse and delicate multifractal analysis are derived.
作者 陈密
出处 《福建师范大学学报(自然科学版)》 CAS CSCD 北大核心 2014年第5期13-18,共6页 Journal of Fujian Normal University:Natural Science Edition
基金 福建省自然科学基金资助项目(2011J01003)
关键词 可加布朗运动 逗留时 重分形分析 additive Brownian motion occupation time muhifractal analysis
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参考文献9

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二级参考文献21

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  • 6Dembo A., Peres Y., Rosen J., Zeitouni O., Thick points for spatial Brownian motion: Multifractal analysis of occupation measure, Ann. Probab., 2000, 28: 1-35.
  • 7Dembo A., Peres Y., Rosen J., Zeitouni O., Thin points for Brownian motion, Ann. Inst. H. Poincare Math. Statist. Probab., 2000, 36: 749-774.
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  • 10Huang Q., Multifractal Analysis of Sample Paths for N-parameter Wiener Process, Master Thesis, Fuzhou: Fujian Normal University, 2003.

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