The Hausdorff dimension of the range for the Markov processes of Ornstein–Uhlenbeck type

Jing Zheng, Zhengyan Lin and Changqing Tong

Chaos, Solitons & Fractals, 2009, vol. 42, issue 4, 2008-2013

Abstract: In this paper, the Hausdorff dimension of the range for a Markov process of Ornstein–Uhlenbeck type {X(t),t∈R+} on R is given. We also investigate the Hausdorff dimension of the process in Rd case.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:42:y:2009:i:4:p:2008-2013

DOI: 10.1016/j.chaos.2009.03.169

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