The Hausdorff Dimension of the Range of the $N$-Parameter Wiener Process
Tran, Lanh Tat
Ann. Probab., Tome 5 (1977) no. 6, p. 235-242 / Harvested from Project Euclid
Let $W^{(N, d)}$ be the $N$-parameter Wiener process with values in $R^d$. It is shown that almost all sample functions of $W^{(N, d)}$ have dimensional number $2N$ and zero $2N$-measure when $d \geqq 2N$. Our results extend earlier ones of Taylor for $N = 1$.
Publié le : 1977-04-14
Classification:  Wiener process,  capacity,  Hausdorff dimension,  60G15,  60G17
@article{1176995848,
     author = {Tran, Lanh Tat},
     title = {The Hausdorff Dimension of the Range of the $N$-Parameter Wiener Process},
     journal = {Ann. Probab.},
     volume = {5},
     number = {6},
     year = {1977},
     pages = { 235-242},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995848}
}
Tran, Lanh Tat. The Hausdorff Dimension of the Range of the $N$-Parameter Wiener Process. Ann. Probab., Tome 5 (1977) no. 6, pp.  235-242. http://gdmltest.u-ga.fr/item/1176995848/