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Feller Processes Generated by Pseudo-Differential Operators: On the Hausdorff Dimension of Their Sample Paths
Authors:René L Schilling
Abstract:Let {X t} tge0 be a Feller process generated by a pseudo-differential operator whose symbol satisfiesÇisinpropn|q(Ç,xgr)|lec(1=psgr)(xgr)) for some fixed continuous negative definite function psgr(xgr). The Hausdorff dimension of the set {X t:tisinE}, E sub 0, 1] is any analytic set, is a.s. bounded above by betapsgr dim E. betapsgr is the Blumenthal–Getoor upper index of the Levy Process associated with psgr(xgr).
Keywords:Levy-type process  Hausdorff dimension  Feller semigroup  pseudo-differential operator
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