Level sets of multiparameter stable processes

DOI10.1007/S10959-006-0034-1MaRDI QIDQ877229zbMATH OpenOpenAlexFDO

Authors Thomas Mountford

Publication date 19 April 2007

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://infoscience.epfl.ch/record/269594/files/10959_2006_Article_34.pdf

zbMATH Keywords

additive stable processHausdorff measurelevel setslocal times

Mathematics Subject Classification ID

Sample path properties (60G17) Random fields (60G60)

Review text

Additive stable processes (here called multiparameter stable processes) are interesting as a toy model for stable sheets, which are much harder to study, and also come up naturally in the theory of intersections of stable processes. The present paper gives the precise Hausdorff gauge function for the zero set of additive stable processes satisfying Taylor's condition~(A), adding an upper bound to the lower bound of \textit{D. Khoshnevisan, Y. Xiao} and \textit{Y. Zhong} [Stochastic Processes Appl. 104, No. 2, 193--216 (2003; Zbl 1075.60520)]. In particular, this implies that the local time at zero is a constant multiple of the Hausdorff measure with respect to this gauge function.

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Cited in

(5)

• Hausdorff measures and capacities for increase times of stable processes
• Level sets of multiparameter {B}rownian motions
• The exact Hausdorff measure function of the level sets of multi-parameter symmetric stable process
• Conditional Local Nondeterminism and Hausdorff Measure of Level Sets
• Hölder properties of local times for fractional Brownian motions

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