陈芷禾. Hausdorff dimension of range and graph for general Markov processes[J]. Chinese Journal of Applied Probability and Statistics. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022133
Citation: 陈芷禾. Hausdorff dimension of range and graph for general Markov processes[J]. Chinese Journal of Applied Probability and Statistics. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022133

Hausdorff dimension of range and graph for general Markov processes

  • We establish the Hausdorff dimension for the graph of general Markov processes on \R^d, under some probability estimates of the processes staying or leaving small balls in small time. In particular, our results indicate that, for symmetric diffusion processes (with \alpha=2) or symmetric \alpha-stable-like processes (with \alpha\in (0,2)) on \R^d, it holds almost surely that \dim_\mathcalH\mathrmGrX(0,1)= \Ii_\\alpha<1\+(2-1/\alpha)\Ii_\\alpha\ge1,d=1\+(d\wedge \alpha)\Ii_\\alpha\ge1,d\ge2\. We also systematically prove the corresponding results about the Hausdorff dimension for the range of the processes.
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