Sample Path Properties of a Class of Operator Stable Processes

DOI10.1080/07362990601139511MaRDI QIDQ3444681zbMATH OpenOpenAlexFDO

Authors Jiangang Ying, Yanyan Hou

Publication date 4 June 2007

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990601139511

zbMATH Keywords

first passage timeHausdorff gaugesojourn time

Mathematics Subject Classification ID

Hausdorff and packing measures (28A78) Strong limit theorems (60F15) Sample path properties (60G17) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Recommendations

• Dimension results for sample paths of operator stable Lévy processes
• On exact Hausdorff measure functions of operator semistable Lévy processes
• Hausdorff measure of the graph of a class of operator stable processes
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• Hausdorff dimension of operator stable sample paths

Cites work

• A dimension theorem for sample functions of processes with stable components
• Dimension results for sample paths of operator stable Lévy processes
• Functions continuous and singular with respect to a Hausdorff measure
• Hausdorff Dimension in a Process with Stable Components--An Interesting Counterexample
• Hausdorff dimension of operator stable sample paths
• scientific article; zbMATH DE number 44693 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
• Multiple points of dilation-stable Lévy processes
• Regularly varying functions
• Sample path properties of processes with stable components
• The measure theory of random fractals

Cited in

(8)

• Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties
• Space-time duality for semi-fractional diffusions
• Sample path properties of generalized random sheets with operator scaling
• Dimension results for sample paths of operator stable Lévy processes
• Sample path properties of Volterra processes
• Hausdorff measure and packing measure of the graph of dilation-stable Lévy processes
• On exact Hausdorff measure functions of operator semistable Lévy processes
• Operator-stable-like processes

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