Let {X-t, t greater than or equal to 0} be an Ornstein-Uhlenbeck type Markov process with Levy process A(t), the authors consider the fractal properties of its ranges, give the upper and lower bounds of the Hausdorff ...Let {X-t, t greater than or equal to 0} be an Ornstein-Uhlenbeck type Markov process with Levy process A(t), the authors consider the fractal properties of its ranges, give the upper and lower bounds of the Hausdorff dimensions of the ranges and the estimate of the dimensions of the level sets for the process. The existence of local times and occupation times of X-t are considered in some special situations.展开更多
文摘Let {X-t, t greater than or equal to 0} be an Ornstein-Uhlenbeck type Markov process with Levy process A(t), the authors consider the fractal properties of its ranges, give the upper and lower bounds of the Hausdorff dimensions of the ranges and the estimate of the dimensions of the level sets for the process. The existence of local times and occupation times of X-t are considered in some special situations.
