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INTERSECTIONS AND POLAR FUNCTIONS OF FRACTIONAL BROWNIAN SHEETS 被引量:4

INTERSECTIONS AND POLAR FUNCTIONS OF FRACTIONAL BROWNIAN SHEETS
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摘要 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. 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.
作者 陈振龙
出处 《Acta Mathematica Scientia》 SCIE CSCD 2008年第4期779-796,共18页 数学物理学报(B辑英文版)
基金 the Key Research Base for Humanities and Social Sciences of Zhejiang Provincial High Education Talents(Statistics of Zhejiang Gongshang University) the Natural ScienceFoundation of Shaanxi Province(2005A08,2006A14)
关键词 Fractional Brownian sheet polar function Hausdorff dimension INTERSECTION Fractional Brownian sheet, polar function, Hausdorff dimension, intersection
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