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国家自然科学基金(2005A08)

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INTERSECTIONS AND POLAR FUNCTIONS OF FRACTIONAL BROWNIAN SHEETS被引量:4
2008年
Let B^H={B^H(t),t∈R^N+}be a real-valued(N,d)fractional Brownian sheet with Hurst index H=(H1,…,HN).The characteristics of the polar functions for B^H are discussed.The relationship between the class of continuous functions satisfying Lipschitz condition and the class of polar-functions of B^H is obtained.The Hausdorff dimension about the fixed points and the inequality about the Kolmogorov’s entropy index for B^H are presented.Furthermore,it is proved that any two independent fractional Brownian sheets are nonintersecting in some conditions.A problem proposed by LeGall about the existence of no-polar continuous functions satisfying the Holder condition is also solved.
陈振龙
关键词:INTERSECTION
Some Polar Sets for the Generalized Brownian Sheet
2008年
Let W^-(t)(t∈R+^N) be the d-dimensional N-parameter generalized Brownian sheet. We study the polar sets for W^-(t). It is proved that for any α∈ R^d, P{W^-(t) = α, for some t∈ R〉^N} = {1, if βd 〈 2N ,0 if αd〉 2N and the probability that W^-(t) has k-multiple points is 1 or 0 according as whether 2kN〉d(k-1)β or 2kN 〈 d(k - 1)α. These results contain and extend the results of the Brownian sheet, where R〉^N = (0,+∞)U,R+^N = [0,+∞)^N,0〈 α ≤1and β〉1.
LI HuiqiongLIU LuqinCHEN Zhenlong
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