{"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。
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.
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.