The Exact Hausdorff Measure Function of the Level Sets of Multi-parameter Symmetric Stable Process  

The Exact Hausdorff Measure Function of the Level Sets of Multi-parameter Symmetric Stable Process

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作  者:Shui Cao ZHENG Huo Nan LIN Di He HU 

机构地区:[1]School of Mathematics Sciences, Peking University, Beijing 100871, P. R. China [2]School of Sciences, Jimei University, Xiamen 361021, P. R. China [3]Department of Mathematics, Fujian Normal University, Fuzhou 350007, P. R. China [4]College of Mathematics and Statistics, Wuhan University, Wuhan 430072, P. R. China

出  处:《Acta Mathematica Sinica,English Series》2005年第5期1137-1148,共12页数学学报(英文版)

基  金:Supported partly by the NNSF of China(Nos.10371092,10171015 and No.10271027)

摘  要:In this paper, we investigate the Hausdorff measure for level sets of N-parameter Rd-valued stable processes, and develop a means of seeking the exact Hausdorff measure function for level sets of N-parameter Rd-valued stable processes. We show that the exact Hausdorff measure function of level sets of N-parameter Rd-valued symmetric stable processes of index α is Ф(r) = r^N-d/α (log log l/r)d/α when Nα 〉 d. In addition, we obtain a sharp lower bound for the Hausdorff measure of level sets of general (N, d, α) strictly stable processes.In this paper, we investigate the Hausdorff measure for level sets of N-parameter Rd-valued stable processes, and develop a means of seeking the exact Hausdorff measure function for level sets of N-parameter Rd-valued stable processes. We show that the exact Hausdorff measure function of level sets of N-parameter Rd-valued symmetric stable processes of index α is Ф(r) = r^N-d/α (log log l/r)d/α when Nα 〉 d. In addition, we obtain a sharp lower bound for the Hausdorff measure of level sets of general (N, d, α) strictly stable processes.

关 键 词:Stable process Level sets Local time Hausdorit measure 

分 类 号:O175.21[理学—数学]

 

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