Dimension results for sample paths of operator stable Lévy processes
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- Xiao, Yimin, 1997. "Packing dimension of the image of fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 33(4), pages 379-387, May.
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Cited by:
- Tomasz Luks & Yimin Xiao, 2020. "Multiple Points of Operator Semistable Lévy Processes," Journal of Theoretical Probability, Springer, vol. 33(1), pages 153-179, March.
- Cohen, Serge & Meerschaert, Mark M. & Rosinski, Jan, 2010. "Modeling and simulation with operator scaling," Stochastic Processes and their Applications, Elsevier, vol. 120(12), pages 2390-2411, December.
- Tomasz Luks & Yimin Xiao, 2017. "On the Double Points of Operator Stable Lévy Processes," Journal of Theoretical Probability, Springer, vol. 30(1), pages 297-325, March.
- Peter Kern & Lina Wedrich, 2014. "The Hausdorff Dimension of Operator Semistable Lévy Processes," Journal of Theoretical Probability, Springer, vol. 27(2), pages 383-403, June.
- Lőrinczi, József & Yang, Xiaochuan, 2019. "Multifractal properties of sample paths of ground state-transformed jump processes," Chaos, Solitons & Fractals, Elsevier, vol. 120(C), pages 83-94.
- Peter Kern & Mark M. Meerschaert & Yimin Xiao, 2018. "Asymptotic Behavior of Semistable Lévy Exponents and Applications to Fractal Path Properties," Journal of Theoretical Probability, Springer, vol. 31(1), pages 598-617, March.
- Hou, Yanyan & Ying, Jiangang & Dai, Chaoshou, 2008. "Fractal sets determined by dilation-stable processes," Chaos, Solitons & Fractals, Elsevier, vol. 38(3), pages 852-863.
- R. Guével, 2019. "The Hausdorff dimension of the range of the Lévy multistable processes," Journal of Theoretical Probability, Springer, vol. 32(2), pages 765-780, June.
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Keywords
Lévy processes Operator stable processes Range Hausdorff dimension Packing dimension;Statistics
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