Dimension results for sample paths of operator stable Lévy processes

Let X= X(t),t[set membership, variant]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.

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Year of publication:	2005
Authors:	Meerschaert, Mark M. ; Xiao, Yimin
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 115.2005, 1, p. 55-75
Publisher:	Elsevier
Keywords:	Lévy processes Operator stable processes Range Hausdorff dimension Packing dimension

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008875260