CHEN Zhi-He, . Hausdorff Dimension of Range and Graph for General Markov Processes[J]. Chinese Journal of Applied Probability and Statistics, 2024, 40(6): 942-956.
Citation: CHEN Zhi-He, . Hausdorff Dimension of Range and Graph for General Markov Processes[J]. Chinese Journal of Applied Probability and Statistics, 2024, 40(6): 942-956.

Hausdorff Dimension of Range and Graph for General Markov Processes

  • We establish the Hausdorff dimension of the graph of general Markov processes on \mathbbR^d based on 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 \mathbbR^d, it holds almost surely that \textdim_\mathcalH\mathrmGrX(0, 1)= \mathbb1_\\alpha<1\+(2-1/\alpha)\mathbb1_\\alpha\ge1, d=1\+(d\wedge \alpha)\mathbb1_\\alpha\ge1, d\ge2\. We also systematically prove the corresponding results about the Hausdorff dimension of the range of the processes.
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