关于一类Ornstein-Uhlenbeck型马氏过程Range的维数

On the Dimensions of the Ranges for A Class of Ornstein-Uhlenbeck Type Markov Processes

  • 摘要: 本文我们考虑一类Ornstein-Uhlenbeck型马氏过程Range的分形性质,给出了它们的Hausdorff维数的上界和下界,此外在文末我们对这类过程的水平集的维数给出了估计。

     

    Abstract: In this paper, we consider the fractal property of the Ranges of a class of Ornstein-Uhlenbeck type Markov processes, and give the upper and lower bounds of their Hausdorff dimensions. In addition, the dimensions of the level sets for the processes will he estimated at the end of the paper.

     

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