Goldman, André La mesure de Hausdorff des trajectoires du mouvement brownien à plusieurs paramètres (Hausdorff measure for the range of a time- multidimensional Brownian motion process). (French) Zbl 0584.60063 C. R. Acad. Sci., Paris, Sér. I 300, 643-645 (1985). The function \(\phi (x)=x^{2p}\ln \ln x^{-1}\) is shown to be an exact Hausdorff measure function for the range of a transient Lévy Brownian motion process with multidimensional time. This result settles a question by P. Lévy [Rend. Mat. Appl., V. Ser. 22, 24-101 (1963; Zbl 0121.191) and Research papers Statist., Festschr. J. Neyman, 189-223 (1966)]. The main tool is a projection lemma (of independent interest) based on McKean’s decomposition of Brownian motion. Cited in 1 Document MSC: 60G60 Random fields 60J65 Brownian motion Keywords:Hausdorff measure; projection lemma; decomposition of Brownian motion Citations:Zbl 0294.60061; Zbl 0121.191 PDF BibTeX XML Cite \textit{A. Goldman}, C. R. Acad. Sci., Paris, Sér. I 300, 643--645 (1985; Zbl 0584.60063) OpenURL