Feller Processes Generated by Pseudo-Differential Operators: On the Hausdorff Dimension of Their Sample Paths
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DOI: 10.1023/A:1022678219821
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Cited by:
- Bo Li & Yimin Xiao & Xiaochuan Yang, 2019. "On the Favorite Points of Symmetric Lévy Processes," Journal of Theoretical Probability, Springer, vol. 32(4), pages 1943-1972, December.
- Kurt, Kevin & Frey, Rüdiger, 2022. "Markov-modulated affine processes," Stochastic Processes and their Applications, Elsevier, vol. 153(C), pages 391-422.
- Sebastian Rickelhoff & Alexander Schnurr, 2024. "The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities," Journal of Theoretical Probability, Springer, vol. 37(3), pages 2508-2533, September.
- Xiaochuan Yang, 2018. "Hausdorff Dimension of the Range and the Graph of Stable-Like Processes," Journal of Theoretical Probability, Springer, vol. 31(4), pages 2412-2431, December.
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Keywords
Levy-type process; Hausdorff dimension; Feller semigroup; pseudo-differential operator;All these keywords.
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