论文标题
分数布朗运动的多个点
The Multiple Points of Fractional Brownian Motion
论文作者
论文摘要
尼尔斯·汤林(Nils Tongring)(1987)证明了足够的条件,即紧凑型装有布朗尼运动的$ k $组合点。在本文中,我们将这些发现扩展到了分数布朗运动。使用强大的本地非确定性的属性,我们表明,如果$ b $是$ \ Mathbb {r}^d $中的分数布朗尼动议,带有hurst索引$ h $,以至于$ hd = 1 $,而$ e $是固定的,固定的,固定的,nontreft的紧凑型,以$ \ mathbb {r}^d $ akitectables设置为$ \ mathb {r}^d $ aftical aftical aftical aftigation $ \ r}^d $ (\ log _+(1/s))^k $,然后$ e $包含$ k $ -Tuple点,具有正概率。对于$ HD> 1美元的情况,相同的结果与该功能替换为$ ϕ(s)= s^{ - k(d-1/h)} $。
Nils Tongring (1987) proved sufficient conditions for a compact set to contain $k$-tuple points of a Brownian motion. In this paper, we extend these findings to the fractional Brownian motion. Using the property of strong local nondeterminism, we show that if $B$ is a fractional Brownian motion in $\mathbb{R}^d$ with Hurst index $H$ such that $Hd=1$, and $E$ is a fixed, nonempty compact set in $\mathbb{R}^d$ with positive capacity with respect to the function $ϕ(s) = (\log_+(1/s))^k$, then $E$ contains $k$-tuple points with positive probability. For the $Hd > 1$ case, the same result holds with the function replaced by $ϕ(s) = s^{-k(d-1/H)}$.