Let{W1（t）, t∈R＋} and {W2（t）, t∈R＋} be two independent Brownian motions with W1（0） = W2（0） = 0. {H （t） = W1（｜W2（t）｜）, t ∈R＋} is called a generalized iterated Brownian motion. In this paper, the Ha...Let{W1（t）, t∈R＋} and {W2（t）, t∈R＋} be two independent Brownian motions with W1（0） = W2（0） = 0. {H （t） = W1（｜W2（t）｜）, t ∈R＋} is called a generalized iterated Brownian motion. In this paper, the Hausdorff dimension and packing dimension of the level sets {t ∈[0, T ], H（t） = x} are established for any 0 T ≤ 1.展开更多
基金Supported by the National Science Foundation of Zhejiang(No.LQ12F03003)
文摘Let{W1（t）, t∈R＋} and {W2（t）, t∈R＋} be two independent Brownian motions with W1（0） = W2（0） = 0. {H （t） = W1（｜W2（t）｜）, t ∈R＋} is called a generalized iterated Brownian motion. In this paper, the Hausdorff dimension and packing dimension of the level sets {t ∈[0, T ], H（t） = x} are established for any 0 T ≤ 1.
