Article ID Journal Published Year Pages File Type
1156212 Stochastic Processes and their Applications 2008 22 Pages PDF
Abstract

Let XtXt be any additive process in RdRd. There are two lower indices βT′,βT″ and an upper index βTβT for T∈(0,∞)T∈(0,∞) such that for any Borel set E⊂[0,T],dimHX(E)≥(βT″dimHE)∧d, dimHX(E)≥βT′dimHE if βT′≤d, and dimHX(E)≤βTdimHEdimHX(E)≤βTdimHE, where X(E)={Xs:s∈E}X(E)={Xs:s∈E} for E∈B(R+)E∈B(R+) and dimHdimH denotes the Hausdorff dimension. When XtXt is a Lévy process, βT=β,βT′=β′, and βT″=β″, where β,β′,β″β,β′,β″ are Blumenthal and Getoor’s indices.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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