Hausdorff dimension of the image of additive processes
Let Xt be any additive process in . There are two lower indices and an upper index [beta]T for T[set membership, variant](0,[infinity]) such that for any Borel set , if , and dimHX(E)<=[beta]TdimHE, where X(E)={Xs:s[set membership, variant]E} for and dimH denotes the Hausdorff dimension. When Xt is a Lévy process, , and , where [beta],[beta]',[beta]'' are Blumenthal and Getoor's indices.
Year of publication: |
2008
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Authors: | Yang, Ming |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 118.2008, 4, p. 681-702
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Publisher: |
Elsevier |
Keywords: | Additive processes Hausdorff dimension Image Indices |
Saved in:
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