具有确定性漂移的分数布朗运动图像:正勒贝格测度和非空内部

M. Erraoui, Youssef Hakiki
{"title":"具有确定性漂移的分数布朗运动图像:正勒贝格测度和非空内部","authors":"M. Erraoui, Youssef Hakiki","doi":"10.1017/S0305004122000093","DOIUrl":null,"url":null,"abstract":"Abstract Let \n$B^{H}$\n be a fractional Brownian motion in \n$\\mathbb{R}^{d}$\n of Hurst index \n$H\\in\\left(0,1\\right)$\n , \n$f\\;:\\;\\left[0,1\\right]\\longrightarrow\\mathbb{R}^{d}$\n a Borel function and \n$A\\subset\\left[0,1\\right]$\n a Borel set. We provide sufficient conditions for the image \n$(B^{H}+f)(A)$\n to have a positive Lebesgue measure or to have a non-empty interior. This is done through the study of the properties of the density of the occupation measure of \n$(B^{H}+f)$\n . Precisely, we prove that if the parabolic Hausdorff dimension of the graph of f is greater than Hd, then the density is a square integrable function. If, on the other hand, the Hausdorff dimension of A is greater than Hd, then it even admits a continuous version. This allows us to establish the result already cited.","PeriodicalId":18320,"journal":{"name":"Mathematical Proceedings of the Cambridge Philosophical Society","volume":"6 1","pages":"693 - 713"},"PeriodicalIF":0.6000,"publicationDate":"2021-12-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"Images of fractional Brownian motion with deterministic drift: Positive Lebesgue measure and non-empty interior\",\"authors\":\"M. Erraoui, Youssef Hakiki\",\"doi\":\"10.1017/S0305004122000093\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract Let \\n$B^{H}$\\n be a fractional Brownian motion in \\n$\\\\mathbb{R}^{d}$\\n of Hurst index \\n$H\\\\in\\\\left(0,1\\\\right)$\\n , \\n$f\\\\;:\\\\;\\\\left[0,1\\\\right]\\\\longrightarrow\\\\mathbb{R}^{d}$\\n a Borel function and \\n$A\\\\subset\\\\left[0,1\\\\right]$\\n a Borel set. We provide sufficient conditions for the image \\n$(B^{H}+f)(A)$\\n to have a positive Lebesgue measure or to have a non-empty interior. This is done through the study of the properties of the density of the occupation measure of \\n$(B^{H}+f)$\\n . Precisely, we prove that if the parabolic Hausdorff dimension of the graph of f is greater than Hd, then the density is a square integrable function. If, on the other hand, the Hausdorff dimension of A is greater than Hd, then it even admits a continuous version. This allows us to establish the result already cited.\",\"PeriodicalId\":18320,\"journal\":{\"name\":\"Mathematical Proceedings of the Cambridge Philosophical Society\",\"volume\":\"6 1\",\"pages\":\"693 - 713\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2021-12-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Mathematical Proceedings of the Cambridge Philosophical Society\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1017/S0305004122000093\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematical Proceedings of the Cambridge Philosophical Society","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1017/S0305004122000093","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 4

摘要

摘要设$B^{H}$是赫斯特指数$H\ \左(0,1\右)$ $中的$\mathbb{R}^{d}$ $中的分数布朗运动,$f\;:\;\left[0,1\右]\ longightarrow \mathbb{R}^{d}$ a Borel函数和$ a \子集\left[0,1\右]$ a Borel集合。我们给出了图像$(B^{H}+f)(A)$具有正勒贝格测度或具有非空内部的充分条件。这是通过研究$(B^{H}+f)$的占用测度的密度的性质来实现的。准确地说,我们证明了如果图f的抛物线Hausdorff维数大于Hd,则密度是平方可积函数。另一方面,如果A的Hausdorff维数大于Hd,则它甚至允许存在连续版本。这允许我们建立已经引用的结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Images of fractional Brownian motion with deterministic drift: Positive Lebesgue measure and non-empty interior
Abstract Let $B^{H}$ be a fractional Brownian motion in $\mathbb{R}^{d}$ of Hurst index $H\in\left(0,1\right)$ , $f\;:\;\left[0,1\right]\longrightarrow\mathbb{R}^{d}$ a Borel function and $A\subset\left[0,1\right]$ a Borel set. We provide sufficient conditions for the image $(B^{H}+f)(A)$ to have a positive Lebesgue measure or to have a non-empty interior. This is done through the study of the properties of the density of the occupation measure of $(B^{H}+f)$ . Precisely, we prove that if the parabolic Hausdorff dimension of the graph of f is greater than Hd, then the density is a square integrable function. If, on the other hand, the Hausdorff dimension of A is greater than Hd, then it even admits a continuous version. This allows us to establish the result already cited.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
1.70
自引率
0.00%
发文量
39
审稿时长
6-12 weeks
期刊介绍: Papers which advance knowledge of mathematics, either pure or applied, will be considered by the Editorial Committee. The work must be original and not submitted to another journal.
期刊最新文献
The Failure of Galois Descent for p-Selmer Groups of Elliptic Curves Generalised knotoids Multiplicative dependence of rational values modulo approximate finitely generated groups Tropical curves in abelian surfaces I: enumeration of curves passing through points Domination inequalities and dominating graphs
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1