Polar Functions for Fractional Brownian Motion  

分式Brown运动的极函数

作　　者：肖益民[1] 

机构地区：[1]武汉大学数学系,430072

出　　处：《Chinese Quarterly Journal of Mathematics》1992年第1期76-80,共5页数学季刊（英文版）

基　　金：国家自然科学基金;国家教委基金

摘　　要：Let X (t)(t∈R^N) be a d-dimensional fractional Brownian motion. A contiunous function f:R^N→R^d is called a polar function of X(t)(t∈R^N) if P{ t∈R^N\{0},X(t)=t(t)}=0. In this paper, the characteristies of the class of polar functions are studied. Our theorem 1 improves the previous results of Graversen and Legall. Theorem2 solves a problem of Legall (1987) on Brownian motion.

关 键 词：fractional Brownian motion polar function Lipschitz function class quasi-helix Hausdorff dimension 

分 类 号：O211.6[理学—概率论与数理统计]