Article ID Journal Published Year Pages File Type
10527640 Stochastic Processes and their Applications 2005 21 Pages PDF
Abstract
Let X={X(t),t∈R+} be an operator stable Lévy process in Rd with exponent B, where B is an invertible linear operator on Rd. We determine the Hausdorff dimension and the packing dimension of the range X([0,1]) in terms of the real parts of the eigenvalues of B.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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