On the Double Points of Operator Stable Lévy Processes

Tomasz Luks () and Yimin Xiao ()
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Tomasz Luks: Ecole Centrale de Marseille, I2M
Yimin Xiao: Michigan State University

Journal of Theoretical Probability, 2017, vol. 30, issue 1, 297-325

Abstract: Abstract We determine the Hausdorff dimension of the set of double points for a symmetric operator stable Lévy process $$X=\left\{ X(t),t\in \mathbb {R}_+\right\} $$ X = X ( t ) , t ∈ R + in terms of the eigenvalues of its stability exponent.

Keywords: Multiple points; Hausdorff dimension; Operator stable process; Lévy process; 60J25; 60J30; 60G51; 60G17 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10959-015-0638-4

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