MULTIPARAMETER

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Polar Functions of Multiparameter Bifractional Brownian Sheets
《Acta Mathematicae Applicatae Sinica》2009年第2期255-272,共18页Zhen-long Chen 
Supported by the National Natural Science Foundation of China(No.70471071);the Key Research Base for Humanities and Social Sciences of Zhejiang Provincial High Education Talents(Statistics of Zhejiang Gongshang University).
Let B^H,K : (B^H,K(t), t ∈R+^N} be an (N,d)-bifractional Brownian sheet with Hurst indices H = (H1,..., HN) ∈ (0, 1)^N and K = (K1,..., KN)∈ (0, 1]^N. The characteristics of the polar functions for B^...
关键词:Bifractional Brownian sheet polar function Hausdorff dimension packing dimension capacity 
Results on Local Times of a Class of Multiparameter Gaussian Processes
《Acta Mathematicae Applicatae Sinica》2006年第1期81-90,共10页Zong-mao Cheng Xiu-yun Wang Zheng-yan Lin 
Supported by the National Natural Science Foundation of China(No.10571159);Specialized Research Fund for the Doctor Program of Higher Education(No.2002335090)
In this paper, we introduce a class of Gaussian processes Y={Y(t):t∈R^N},the so called hifractional Brownian motion with the indcxes H=(H1,…,HN)and α. We consider the (N, d, H, α) Gaussian random field x(t...
关键词:Bi-fractional Brownian motiom local time Gaussian random field 
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