The Exact Hausdorff Measure Function of the Level Sets of Multi–parameter Symmetric Stable Process

被引:0
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作者
Shui Cao Zheng
Huo Nan Lin
Di He Hu
机构
[1] Peking University,School of Mathematics Sciences
[2] Jimei University,School of Sciences
[3] Fujian Normal University,Department of Mathematics
[4] Wuhan University,College of Mathematics and Statistics
来源
Acta Mathematica Sinica | 2005年 / 21卷
关键词
Stable process; Level sets; Local time; Hausdorff measure; 60J55; 60G17;
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摘要
In this paper, we investigate the Hausdorff measure for level sets of N–parameter Rd–valued stable processes, and develop a means of seeking the exact Hausdorff measure function for level sets of N–parameter Rd–valued stable processes. We show that the exact Hausdorff measure function of level sets of N–parameter Rd–valued symmetric stable processes of index α is ϕ(r) = rN−d/α(log log 1/r)d/α when Nα > d. In addition, we obtain a sharp lower bound for the Hausdorff measure of level sets of general (N, d,α) strictly stable processes.
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页码:1137 / 1148
页数:11
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