Sojourn time dimensions of fractional Brownian motion
Ivan Nourdin, Giovanni Peccati, Stéphane Seuret·2018-09-03·via math.PR updates on arXiv.org
We describe the size of the sets of sojourn times $E_γ=\{t\geq 0: |B_t|\leq t^γ\}$ associated with a fractional Brownian motion $B$ in terms of various large scale dimensions.