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Some path properties of generalized Lévy sheet

Some path properties of generalized Lévy sheet
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摘要 Let X(t) be an N parameter generalized Lévy sheet taking values in Rd with a lower index α,sR = {(s,t] = ∏iN=1(si,ti],si < ti},E(x,Q) = {t ∈ Q: X(t) = x},Q ∈ sR be the level set of X at x and X(Q) = {x: (E)t ∈ Q such that X(t) = x} be the image of X on Q.In this paper,the problems of the existence and increment size of the local times for X(t) are studied.In addition,the Hausdorff dimension of E(x,Q) and the upper bound of a uniform dimension for X(Q) are also established. Let X(t) be an N parameter generalized Levy sheet taking values in Rd with a lower index a, R={(s,t] =∏i=1N(si,ti)],si<ti}. E(x,Q) = {t∈Q : X(t) = x},Q∈R be the level set of X at x and X(Q) = {x : (?)t∈Q such that X(t) = x} be the image of X on Q. In this paper, the problems of the existence and increment size of the local times for X(t) are studied. In addition, the Hausdorff dimension of E(x,Q) and the upper bound of a uniform dimension for X(Q) are also established.
出处 《Science China Mathematics》 SCIE 2006年第12期1777-1787,共11页 中国科学:数学(英文版)
基金 This work was partially supported by the National Natural Science Foundation of China(Grant No.10571159) China Postdoctoral Science Foundation.
关键词 Lévy sheet local time image increment Hausdorff dimension. Lévy sheet, local time, image, increment, Hausdorff dimension.
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