The Hausdorff dimension of the range for the Markov processes of Ornstein-Uhlenbeck type

DOI10.1016/j.chaos.2009.03.169zbMath1198.60035OpenAlexW2087374000MaRDI QIDQ603819

Jing Zheng, Zheng Yan Lin, Chang-qing Tong

Publication date: 8 November 2010

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2009.03.169

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17) Self-similar stochastic processes (60G18) Hausdorff and packing measures (28A78)

Cites Work

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• First exit times of SDEs driven by stable Lévy processes
• On the absolute continuity of Lévy processes with drift
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• On transient Markov processes of Ornstein-Uhlenbeck type

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