DIMENSION RESULTS FORORNSTEIN-UHLENBECK TYPE MARKOVPROCESS  

作　　者：邓爱姣 刘禄勤 

出　　处：《Acta Mathematica Scientia》1999年第4期417-424,共8页数学物理学报（B辑英文版）

摘　　要：Let {X-t, t greater than or equal to 0} be an Ornstein-Uhlenbeck type Markov process with Levy process A(t), the authors consider the fractal properties of its ranges, give the upper and lower bounds of the Hausdorff dimensions of the ranges and the estimate of the dimensions of the level sets for the process. The existence of local times and occupation times of X-t are considered in some special situations.Let {X-t, t greater than or equal to 0} be an Ornstein-Uhlenbeck type Markov process with Levy process A(t), the authors consider the fractal properties of its ranges, give the upper and lower bounds of the Hausdorff dimensions of the ranges and the estimate of the dimensions of the level sets for the process. The existence of local times and occupation times of X-t are considered in some special situations.

关 键 词：Levy process Ornstein-Uhlenbeck type Markov process RANGE level set Hausdorff dimension local time occuption time 

分 类 号：O212[理学—概率论与数理统计]