Feller Processes Generated by Pseudo-Differential Operators: On the Hausdorff Dimension of Their Sample Paths

René L. Schilling

Journal of Theoretical Probability, 1998, vol. 11, issue 2, 303-330

Abstract: Abstract Let {X t} t≥0 be a Feller process generated by a pseudo-differential operator whose symbol satisfiesÇ∈∝n|q(Ç,ξ)|≤c(1=ψ)(ξ)) for some fixed continuous negative definite function ψ(ξ). The Hausdorff dimension of the set {X t:t∈E}, E ⊂ [0, 1] is any analytic set, is a.s. bounded above by βψ dim E. βψ is the Blumenthal−Getoor upper index of the Levy Process associated with ψ(ξ).

Keywords: Levy-type process; Hausdorff dimension; Feller semigroup; pseudo-differential operator (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (4)

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DOI: 10.1023/A:1022678219821

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