Volume 23, Number 4, 613-622, DOI: 10.1007/s10114-005-0928-3

Dimensional Properties of Fractional Brownian Motion

Dong Sheng Wu and Yi Min Xiao*

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Abstract

Let B α = {B α (t), t ∈ ℝ N } be an (N, d)-fractional Brownian motion with Hurst index α ∈ (0, 1). By applying the strong local nondeterminism of B α , we prove certain forms of uniform Hausdorff dimension results for the images of B α when N >αd. Our results extend those of Kaufman for one-dimensional Brownian motion.

Keywords  fractional Brownian motion - Hausdorff dimension - uniform dimension results - strong local nondeterminism

MR (2000) Subject Classification   60G15 - 60G17

*Research partially supported by NSF Grant DMS-0404729

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