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Level Sets of Multiparameter Stable Processes

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  • Thomas S. Mountford

    (Ecole Polytechnique Fédérale de Lausanne)

Abstract

We establish the correct Hausdorff measure function for the level sets of additive strictly stable processes derived from strictly stable processes satisfying Taylor’s condition (A). This leads naturally to a characterization of local time in terms of the corresponding Hausdorff measure function of the level set.

Suggested Citation

  • Thomas S. Mountford, 2007. "Level Sets of Multiparameter Stable Processes," Journal of Theoretical Probability, Springer, vol. 20(1), pages 25-46, March.
    • Handle: RePEc:spr:jotpro:v:20:y:2007:i:1:d:10.1007_s10959-006-0034-1
    DOI: 10.1007/s10959-006-0034-1
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    References listed on IDEAS

    as
    1. Khoshnevisan, Davar & Xiao, Yimin & Zhong, Yuquan, 2003. "Local times of additive Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 104(2), pages 193-216, April.
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