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Ba, Demba Bocar

On the fractional Brownian motion: Hansdorff dimension and Fourier expansion of fractional Brownian motion. (English) Zbl 1425.60037

Int. J. Adv. Appl. Math. Mech. 5, No. 2, 53-59 (2017).
Summary: In this paper, we determine the Hansdorff dimension by using the cantor Set and we give the Fourier expansion of fractional Brownian motion with \(0 < H \leq\frac12\).

Cited in 1 Document

MSC:

60G22 Fractional processes, including fractional Brownian motion
60G17 Sample path properties
28A80 Fractals

Keywords:

Hansdorff dimension; Cantor set; Brownian motion
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\textit{D. B. Ba}, Int. J. Adv. Appl. Math. Mech. 5, No. 2, 53--59 (2017; Zbl 1425.60037)
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