Hausdorff measure and packing measure of the graph of dilation-stable Lévy processes

DOI10.1016/j.jmaa.2012.01.036zbMath1238.60053OpenAlexW2060051689MaRDI QIDQ408274

Yan-Yan Hou

Publication date: 29 March 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.01.036

zbMATH Keywords

graphpacking measuredilation-stable Lévy processesexact Hausdorff measure function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17) Stable stochastic processes (60G52)

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Cites Work

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• Multiple points of dilation-stable Lévy processes
• Hausdorff dimension of operator stable sample paths
• Moment of Lévy measure of operator-stable law
• Dimension results for sample paths of operator stable Lévy processes
• Packing Measure, and its Evaluation for a Brownian Path
• Sample Path Properties of a Class of Operator Stable Processes
• Operator-Self-Similar Processes in a Finite-Dimensional Space
• The correct measure function for the graph of a transient stable process
• Functions continuous and singular with respect to a Hausdorff measure
• Sample path properties of processes with stable components