Abstract
We prove a theorem on the Lebesgue measure of the range of additive Lévy Processes and then use this theorem to remove Condition (1.3) of Theorem 1.5 of Khoshnevisan et al. (Ann Probab 31:1097–1141, 2003).
References
Khoshnevisan D., Xiao Y. and Zhong Y. (2003). Measuring the range of an additive Lévy process. Ann. Probab. 31: 1097–1141
Khoshnevisan D. and Xiao Y. (2005). Lévy processes: capacity and Hausdorff dimension. Ann. Probab. 33: 841–878
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Yang, M. Lebesgue measure of the range of additive Lévy processes. Probab. Theory Relat. Fields 143, 597–613 (2009). https://doi.org/10.1007/s00440-008-0138-x
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DOI: https://doi.org/10.1007/s00440-008-0138-x
Keywords
- Additive Lévy processes
- Lebesgue measure
- Range
Mathematics Subject Classification (2000)
- Primary: 60G60
- 60G51
- Secondary: 60G17