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| THE HAUSDORFF MEASURE FOR THE SAMPLE PATH OF THEWESTWATER PROCESS |
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Citation： |
THE HAUSDORFF MEASURE FOR THE SAMPLE PATH OF THE
WESTWATER PROCESS.THE HAUSDORFF MEASURE FOR THE SAMPLE PATH OF THEWESTWATER PROCESS[J].Chinese Annals of Mathematics B,1996,17(3):375~388 |
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Net amount： 639 |
Authors： |
THE HAUSDORFF MEASURE FOR THE SAMPLE PATH OF THE
WESTWATER PROCESS; |
Foundation： |
Project supported by the National Natural Science
Foundation of China |
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| Abstract： |
It is proved that $\phi(s)=s^2\log|\log s|$ is the
correct function to give the Hausdorff measure of a sample path of the
Westwater process. |
Keywords： |
Hausdorff measure, Wiener process,
Westwater process, Sojourn time |
Classification： |
60G17, 60K99 |
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