Lower Bounds of the Hausdorff dimension for Feller processes

Autor: Knopova, Victoria, Schilling, René L., Wang, Jian
Rok vydání: 2014
Předmět:
Druh dokumentu: Working Paper
Popis: Let $(X_t)_{t\ge0}$ be a Feller process generated by a pseudo-differential operator whose symbol satisfies $\|p(\cdot,\xi)\|_\infty\le c(1+|\xi|^2)$ and $p(\cdot,0)\equiv0.$ We prove that, for a large class of examples, the Hausdorff dimension of the set $\{X_t: t\in E\}$ for any analytic set $E\subset [0,\infty)$ is almost surely bounded below by $\betalower \Dh E$, where \begin{align*} \betalower&:=\sup\left\{\delta>0: \lim_{|\xi|\to \infty} \frac{\inf_{z\in\R^d} \Re p(z,\xi)}{|\xi|^\delta}=\infty\right\}. \end{align*}This, along with the upper bound $ \betaupperstar \Dh E$ with \begin{align*} \betaupperstar &:=\inf\left\{\delta>0: \lim_{|\xi|\to \infty}\frac{\sup_{|\eta|\le {|\xi|}}\sup_{z\in\R^d} |p(z,\eta)|}{|\xi|^\delta}=0\right\} \end{align*} established in B\"{o}ttcher, Schilling and Wang (2014), extends the dimension estimates for L\'{e}vy processes of Blumenthal and Getoor (1961) and Millar (1971) to Feller processes.
Databáze: arXiv