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

被引:0
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作者
Xiaochuan Yang
机构
[1] Michigan State University,Department of Statistics and Probability
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Markov processes; Lévy processes; Hausdorff dimension; 60H10; 60J25; 60J75; 28A78;
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摘要
We determine the Hausdorff dimension for the range of a class of pure jump Markov processes in Rd\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathbb {R}^d$$\end{document}, 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.
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页码:2412 / 2431
页数:19
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