Skip to main content
Log in

Level Sets of Multiparameter Stable Processes

  • Published:
Journal of Theoretical Probability Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Ethier S.N., Kurtz T.G. (1986). Markov Processes: Characterization and Convergence. Wiley, New York

    MATH  Google Scholar 

  2. Falconer K.J. (1985). The Geometry of Fractal Sets. Cambridge University Press, Cambridge

    MATH  Google Scholar 

  3. Geman D., Horowitz J. (1980). Occupation densities. Ann. Probab. 8, 1–67

    MATH  MathSciNet  Google Scholar 

  4. Khoshenevisan D., Xiao Y., Zhong Y. (2003). Local times of additive Lévy processes, I: Regularity. Stochastic Process. Appl. 104, 193–216

    Article  MathSciNet  Google Scholar 

  5. Khoshenevisan D., Xiao Y. (2002). Local times of additive Lévy processes, I: Regularity. Ann. Probab. 30(1): 62–100

    Article  MathSciNet  Google Scholar 

  6. Liggett, T. M. (1985). Interacting Particle Systems, Springer, New York; Wiley, New York.

  7. Mountford. T., Nualart E. (2004). Level sets for additive Brownian motion. Electron. J. Probab. 1, 138–163

    MathSciNet  Google Scholar 

  8. Mueller C., Tribe R. (2002). Hitting properties of a random string. Electron. J. Probab. 7, 1–29

    MathSciNet  Google Scholar 

  9. Orey S., Pruitt W.E. (1973). Sample functions of the N-parameter Wiener process. Ann. Probab. 1, 138–163

    MATH  MathSciNet  Google Scholar 

  10. Rogers C.A. (1998). Hausdorff Measures. Cambridge University Press, Cambridge

    MATH  Google Scholar 

  11. Samorodnitsky G., Taqqu M. (1994). Stable Non-Gaussian Random Processes. Chapman and Hall, London

    MATH  Google Scholar 

  12. Xiao Y. (1997). Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields. Probab. Theorey Relat Fields 109, 129–157

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Thomas S. Mountford.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mountford, T.S. Level Sets of Multiparameter Stable Processes. J Theor Probab 20, 25–46 (2007). https://doi.org/10.1007/s10959-006-0034-1

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10959-006-0034-1

Keywords

AMS 2000 Subject Classifications

Navigation