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Level Sets of Multiparameter Stable Processes

Mountford, Thomas

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

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    Titre
    • Level Sets of Multiparameter Stable Processes
    Auteur
    • Mountford, Thomas. Institut de Mathématiques, Ecole Polytechnique Fédérale de Lausanne, 1015, Lausanne, Switzerland
    Type de document
    • Postprint
    Langue
    • Inglese
    Publié dans
    • Journal of Theoretical Probability, 2007, vol. 20, no. 1, p. 25-46. Kluwer Academic Publishers-Plenum Publishers; http://www.springer-ny.com
    Autre version électronique
    Identifiant OAI-PMH
    • oai:doc.rero.ch:310952
    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