Some fractal properties of a class of self-similar Markov processes

DOI10.1007/BF02829899zbMath0922.60067OpenAlexW2053228869MaRDI QIDQ4234439

Bingzhang Li, Lihu Huang, Lu-qin Liu

Publication date: 14 October 1999

Published in: Wuhan University Journal of Natural Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02829899

zbMATH Keywords

level setlocal timestable processfractal propertiesexact Hausdorff measure function

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Cites Work

• Time-changes of self-similar Markov processes
• Two uniform intrinsic constructions for the local time of a class of Lévy processes
• Duality theory for self-similar processes
• Itô excursion theory for self-similar Markov processes
• The exact Hausdorff measure of the level sets of Brownian motion
• The exact measure functions of the images for a class of self-similar processes
• Semi-Stable Stochastic Processes
• On the Hausdorff dimension of the inverse image of a compact set under a levy process
• Semi-stable Markov processes. I
• On the Hausdorff dimension of the intersection of the range of a stable process with a Borel set
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