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Horizons of fractional Brownian surfaces
2000
Proceedings of the Royal Society A
We investigate the conjecture that the horizon of an index-fractional Brownian surface has (almost surely) the same H older exponents as the surface itself, with corresponding relationships for fractal dimensions. We establish this formally for the usual Brownian surface (where = 1 2 ), and also for other ; 0 < < 1, assuming a hypothesis concerning maxima of index-Brownian motion. We provide computational evidence that the conjecture is indeed true for all .
doi:10.1098/rspa.2000.0607
fatcat:vsx6fy7ogvg25ae4zyf3cvbgjm