Sample Path Properties of a Class of Operator Stable Processes |
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| Authors: | Yanyan Hou Jiangang Ying |
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| Institution: | 1. Department of Mathematics , Zhejiang University , Hangzhou, P.R. China houyanyan@126.com;3. Department of Mathematics , Fudan University , Shanghai, P.R. China |
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| Abstract: | Abstract Let X = {X(t), t ? ?+} be an operator stable Lévy process on ? d with the exponent B, where B is a diagonal matrix. In the present paper, we consider the asymptotic behavior of the first passage time out of a sphere, and of the sojourn time in a sphere. We shall also determine the exact Hausdorff measure function for the range of X over unit time interval 0, 1]. |
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| Keywords: | First passage time Hausdorff measure function Operator stable processes Range Sojourn time |
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