Hausdorff dimension of the image of additive processes

DOI10.1016/J.SPA.2007.05.006MaRDI QIDQ2476296zbMATH OpenOpenAlexFDO

Authors Ming Yang

Publication date 18 March 2008

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2007.05.006

zbMATH Keywords

additive processesHausdorff dimensionimageindiced

Mathematics Subject Classification ID

Fractals (28A80) Sample path properties (60G17) Processes with independent increments; Lévy processes (60G51)

Review text

An additive process in the sense of this paper has values in \({\mathbb R}^d\), independent increments, cadlag paths, starts at the origin and is continuous in probability. For these processes the author defines three indices, analogous to the Blumenthal and Getoor indices for Lévy processes, and shows that they provide upper and lower bounds for the Hausdorff diemnsion of the images of sets.

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Cites work

• Exponential Burkholder Davis Gundy Inequalities
• Feller processes generated by pseudo-differential operators: On the Hausdorff dimension of their sample paths
• scientific article; zbMATH DE number 3159046 (Why is no real title available?)
• The growth of additive processes
• The growth of random walks and Levy processes

Cited in

(5)

• Hausdorff and Fourier dimension of graph of continuous additive processes
• scientific article; zbMATH DE number 1552495 (Why is no real title available?)
• Packing dimension of images of additive Lévy processes
• Harmonic analysis of additive Lévy processes
• Hausdorff dimension of the image of iterated additive processes

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