Feller Processes Generated by Pseudo-Differential Operators: On the Hausdorff Dimension of Their Sample Paths

被引:0
|
作者
René L. Schilling
机构
来源
关键词
Levy-type process; Hausdorff dimension; Feller semigroup; pseudo-differential operator;
D O I
暂无
中图分类号
学科分类号
摘要
Let {Xt}t≥0 be a Feller process generated by a pseudo-differential operator whose symbol satisfiesÇ∈∝n|q(Ç,ξ)|≤c(1=ψ)(ξ)) for some fixed continuous negative definite function ψ(ξ). The Hausdorff dimension of the set {Xt:t∈E}, E ⊂ [0, 1] is any analytic set, is a.s. bounded above by βψ dim E. βψ is the Blumenthal−Getoor upper index of the Levy Process associated with ψ(ξ).
引用
收藏
页码:303 / 330
页数:27
相关论文
共 50 条