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THE HAUSDORFF MEASURE FOR THE SAMPLE PATH OF THE WESTWATER PROCESS
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作者 ZHOU XIANYIN(Depatment of Mathematics, Beijing Normal University Beijing 100875, China) 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 1996年第3期375-388,共14页
It is proved that φ(s) = s2 log |logs| is the correct function to give the Hausdorff measureof a sample path of the Westwater process.
关键词 Hausdorff measure Wiener process westwater process Sojourn time
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THE H(?)LDER CONTINUITY OF WESTWATER PROCESS AND ITS APPLICATIONS
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作者 周先银 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 1991年第4期289-297,共9页
In this paper, the Holder continuity of Westwater process X_t is concerned. More precisely,we show that there exists a random variable r_C∈(0,∞) for any C∈(3,∞) such that|X_s-X_t|≤C|(s-t)|^(1/2)|log|t-s||<r_C.... In this paper, the Holder continuity of Westwater process X_t is concerned. More precisely,we show that there exists a random variable r_C∈(0,∞) for any C∈(3,∞) such that|X_s-X_t|≤C|(s-t)|^(1/2)|log|t-s||<r_C.As its applications. we give two bounds respectively for the Hausdorff measure function of multipletime set of Westwater process, and the Hausdorff measure of the image X(E) of a Borel set Eby Westwater process. 展开更多
关键词 SHOW LDER CONTINUITY OF westwater PROCESS AND ITS APPLICATIONS THE H
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