Hausdorff dimension of the image of additive processes

Let Xt be any additive process in . There are two lower indices and an upper index [beta]T for T[set membership, variant](0,[infinity]) such that for any Borel set , if , and dimHX(E)<=[beta]TdimHE, where X(E)={Xs:s[set membership, variant]E} for and dimH denotes the Hausdorff dimension. When Xt is a Lévy process, , and , where [beta],[beta]',[beta]'' are Blumenthal and Getoor's indices.

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Year of publication:	2008
Authors:	Yang, Ming
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 118.2008, 4, p. 681-702
Publisher:	Elsevier
Keywords:	Additive processes Hausdorff dimension Image Indices

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

Persistent link: https://www.econbiz.de/10008875274