Level Sets of Multiparameter Stable Processes

Mountford, Thomas

In: Journal of Theoretical Probability, 2007, vol. 20, no. 1, p. 25-46

Ajouter à la liste personnelle
    Summary
    We establish the correct Hausdorff measure function for the level sets of additive strictly stable processes derived from strictly stable processes satisfying Taylor's condition (A). This leads naturally to a characterization of local time in terms of the corresponding Hausdorff measure function of the level set