On level and collision sets of some Feller processes

MaRDI QIDQ3467660zbMATH OpenFDO

Authors V. Knopova, R. L. Schilling

Publication date 4 February 2016

Full work available at URL https://arxiv.org/abs/1412.8726, http://alea.impa.br/articles/v12/12-38.pdf

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)

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.

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Cited in

(7)

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

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