Level Sets of Multiparameter Stable Processes |
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Authors: | Thomas S. Mountford |
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Affiliation: | (1) Institut de Mathématiques, Ecole Polytechnique Fédérale de Lausanne, 1015 Lausanne, Switzerland |
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Abstract: | ![]() 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. |
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Keywords: | Local times Hausdorff measure level sets additive stable processes |
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