A Uniform Dimension Result for Two-dimensional Fractional Multiplicative Processes
نویسنده
چکیده
Given a two-dimensional fractional multiplicative process (Ft)t∈[0,1] determined by two Hurst exponents H1 and H2, we show that there is an associated uniform Hausdorff dimension result for the images of subsets of [0, 1] by F if and only if H1 = H2.
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