2 papers
math.PR2017
On sojourn of Brownian motion inside moving boundaries
Stephane Seuret, Xiaochuan Yang
We investigate the large scale structure of certain sojourn sets of one dimensional Brownian motion within two-sided moving boundaries. The macroscopic Hausdorff dimension, upper m…
math.DS2016
Multifractal analysis for the occupation measure of stable-like processes
Stéphane Seuret, Xiaochuan Yang
In this article, we investigate the local behaviors of the occupation measure of a class of real-valued Markov processes M, defined via a SDE. This (random) measure describes t…