Level Sets of Multiparameter Stable Processes

Thomas S. Mountford ()
Additional contact information
Thomas S. Mountford: Ecole Polytechnique Fédérale de Lausanne

Journal of Theoretical Probability, 2007, vol. 20, issue 1, 25-46

Abstract: We establish the correct Hausdorff measure function for the level sets of additive strictly stable processes derived from strictly stable processes satisfying Taylor’s condition (A). This leads naturally to a characterization of local time in terms of the corresponding Hausdorff measure function of the level set.

Keywords: Local times; Hausdorff measure; level sets; additive stable processes; Primary: 60G60; Secondary: 60G15; Secondary: 60G17 (search for similar items in EconPapers)
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-006-0034-1 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:20:y:2007:i:1:d:10.1007_s10959-006-0034-1

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-006-0034-1

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().