Some fractal properties of a class of self-similar Markov processes |
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| Authors: | Huang Lihu Li Bingzhang Liu Luqin |
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| Institution: | (1) Department of Mathematics, Wuhan University, 430072 Wuhan, China |
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| Abstract: | LetX=(Ω,F,F
t
,X
t
, θ
t
,P
x
be a self-similar Markov process on (0, ∞). The exact Hausdorff measure function of the level sets are obtained. An appropriate
condition is given under which the self-similar Markov process corresponds to a stable process, and some more fractal properties
of the sample path ofX are obtained in this case.
Supported by the National Natural Science Foundation of China
Huang Lihu: born in March 1972, Ph. D graduate student |
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| Keywords: | self-similar Markov process level set local time exact Hausdorff measure function |
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