Hausdorff measures and capacities for increase times of stable processes

被引:3
作者
Marsalle, L [1 ]
机构
[1] Univ Paris 06, Probabil Lab, F-75252 Paris 05, France
关键词
capacity; Hausdorff measure; increase times; stable process;
D O I
10.1023/A:1008667224090
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let X be a real-valued stable process. It is known that X possesses increase times iff P(X-1 > 0) > 1/2([1]). In that case, we specify the exact Hausdorff function of the set of increase times, and characterize the subsets of [0, +infinity) which contain increase times in terms of their capacity.
引用
收藏
页码:181 / 200
页数:20
相关论文
共 19 条