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ON THE HAUSDORFF MEASURE FOR A TRAJECTORY OF A BROWNIAN MOT10N IN l2

  • Published : 2002.01.01

Abstract

We consider the Hausdorff measure for Brownian motion(BM) in ι$_2$. Several path properties of BM in ι$_2$ are used to show the upper bound of Hausdorff measure. We also show the lower bound of it applying a law of iterated logarithm for the occupation time of BM in ι$_2$.

Keywords

References

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