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Some path properties of generalized Lévy sheet
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作者 zhang rongmao lin zhengyan 《Science China Mathematics》 SCIE 2006年第12期1777-1787,共11页
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 t... 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. 展开更多
关键词 Lévy sheet local time image increment Hausdorff dimension.
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