Hausdorff Measures and Capacities for Increase Times of Stable Processes |
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| Authors: | Marsalle Laurence |
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| Affiliation: | (1) Laboratoire de Probabilités, Université Pierre et Marie Curie, 4 Place Jusieu, Tou 56, F-75252 Paris Cedex 05, France. |
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| Abstract: | Let X be a real-valued stable process. It is known that X possesses increase times iff  (X1 > 0) >  ([1]). In that case, we specify the exact Hausdorff function of the set of increase times, and characterize the subsets of [0,+ ) which contain increase times in terms of their capacity. |
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| Keywords: | Capacity Hausdorff measure increase times stable process. |
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