| Article ID | Journal | Published Year | Pages | File Type | 
|---|---|---|---|---|
| 10527304 | Stochastic Processes and their Applications | 2016 | 20 Pages | 
Abstract
												In this work we study fractal properties of a d-dimensional rough differential equation driven by fractional Brownian motions with Hurst parameter H>14. In particular, we show that the Hausdorff dimension of the sample paths of the solution is min{d,1H} and that the Hausdorff dimension of the level set Lx={tâ[ϵ,1]:Xt=x} is 1âdH with positive probability when dH<1.
											Related Topics
												
													Physical Sciences and Engineering
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											Authors
												Shuwen Lou, Cheng Ouyang, 
											