Level sets of multiparameter stable processes (Q877229)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Level sets of multiparameter stable processes |
scientific article; zbMATH DE number 5145075
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Level sets of multiparameter stable processes |
scientific article; zbMATH DE number 5145075 |
Statements
Level sets of multiparameter stable processes (English)
0 references
19 April 2007
0 references
Additive stable processes (here called multiparameter stable processes) are interesting as a toy model for stable sheets, which are much harder to study, and also come up naturally in the theory of intersections of stable processes. The present paper gives the precise Hausdorff gauge function for the zero set of additive stable processes satisfying Taylor's condition~(A), adding an upper bound to the lower bound of \textit{D. Khoshnevisan, Y. Xiao} and \textit{Y. Zhong} [Stochastic Processes Appl. 104, No. 2, 193--216 (2003; Zbl 1075.60520)]. In particular, this implies that the local time at zero is a constant multiple of the Hausdorff measure with respect to this gauge function.
0 references
local times
0 references
Hausdorff measure
0 references
level sets
0 references
additive stable process
0 references