Hausdorff Dimension of the Range and the Graph of Stable-Like Processes

被引：3

作者：

Yang, Xiaochuan ^{[1
]}

机构：

[1] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2018年 / 31卷 / 04期

关键词：

Markov processes; Levy processes; Hausdorff dimension;

D O I：

10.1007/s10959-017-0784-y

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We determine the Hausdorff dimension for the range of a class of pure jump Markov processes in R-d, which turns out to be random and depends on the trajectories of these processes. The key argument is carried out through the SDE representation of these processes. The method developed here also allows to compute the Hausdorff dimension for the graph.

引用

页码：2412 / 2431

页数：20

共 25 条

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