Parabolic Hausdorff dimension

In fractal geometry, the parabolic Hausdorff dimension is a restricted version of the genuine Hausdorff dimension.[1] Only parabolic cylinders, i. e. rectangles with a distinct non-linear scaling between time and space are permitted as covering sets. It is usefull to determine the Hausdorff dimension of self-similar stochastic processes, such as the geometric Brownian motion[2] or stable Lévy processes[3] plus Borel measurable drift function .

  1. ^ Taylor & Watson, 1985.
  2. ^ Peres & Sousi, 2016.
  3. ^ Kern & Pleschberger, 2024.