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

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 \(0 < H \leq\frac12\).


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