Welcome to the UPF Digital Repository

Browsing Articles (Departament d'Economia) by Subject "Additive Brownian motion"

Browsing Articles (Departament d'Economia) by Subject "Additive Brownian motion"

Sort by: Order: Results:

  • Nualart, Eulàlia; Mountford, Thomas S. (Institute of Mathematical Statistics (IMS), 2004)
    We use Girsanov's theorem to establish a conjecture of Khoshnevisan, Xiao and Zhong that ϕ(r)=rN−d/2(loglog(1r))d/2 is the exact Hausdorff measure function for the zero level set of an N-parameter d-dimensional additive ...

Search DSpace


Advanced Search

Browse

My Account

Compliant to Partaking