On level and collision sets of some Feller processes

zbMATH Open1351.60044arXiv1412.8726MaRDI QIDQ3467660FDOQ3467660

Authors: V. Knopova, R. L. Schilling 

Publication date: 4 February 2016

Abstract: This paper is about lower and upper bounds for the Hausdorff dimension of the level and collision sets of a class of Feller processes. Our approach is motivated by analogous results for L'evy processes by Hawkes (for level sets), Taylor and Jain & Pruitt (for collision sets). Since Feller processes lack independent or stationary increments, the methods developed for L'evy processes cannot be used in a straightforward manner. Under the assumption that the Feller process possesses a transition probability density, which admits lower and upper bounds of a certain type, we derive sufficient conditions for regularity and non-polarity of points; together with suitable time changes this allows us to get upper and lower bounds for the Hausdorff dimension.

Full work available at URL: https://arxiv.org/abs/1412.8726

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zbMATH Keywords

level setspseudo-differential operatorHausdorff dimensionsymbolFeller processesregular pointspolar setsimage sets

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Hausdorff and packing measures (28A78) Sample path properties (60G17) Pseudodifferential operators as generalizations of partial differential operators (35S05) Pseudodifferential operators (47G30)

Cited In (7)

• Multifractal analysis on the level sets described by moving averages
• Hausdorff dimension of the contours of symmetric additive Lévy processes
• Lower bounds of the Hausdorff dimension for the images of Feller processes
• Hausdorff dimensions of inverse images and collision time sets for symmetric Markov processes
• On recurrence and transience of some Lévy-type processes in ℝ
• Uniform dimension results for a family of Markov processes
• Uniform dimension results for the inverse images of symmetric Lévy processes

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