The Hausdorff dimension of the range of the Lévy multistable processes
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DOI: 10.1007/s10959-018-0847-8
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References listed on IDEAS
- K. J. Falconer & J. Lévy Véhel, 2009. "Multifractional, Multistable, and Other Processes with Prescribed Local Form," Journal of Theoretical Probability, Springer, vol. 22(2), pages 375-401, June.
- Ayache, Antoine, 2013. "Sharp estimates on the tail behavior of a multistable distribution," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 680-688.
- Meerschaert, Mark M. & Xiao, Yimin, 2005. "Dimension results for sample paths of operator stable Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 115(1), pages 55-75, January.
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Keywords
Lévy processes; Hausdorff dimension; Multistable processes;All these keywords.
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