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Browsing College of Economic and Management Sciences by Subject "Level sets"

Browsing College of Economic and Management Sciences by Subject "Level sets"

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  • Local times of Brownian motion 
    Mukeru, Safari (2010-09)
    After a review of the notions of Hausdorff and Fourier dimensions from fractal geometry and Fourier analysis and the properties of local times of Brownian motion, we study the Fourier structure of Brownian level sets. ...

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