On exact Hausdorff measure functions of operator semistable Lévy processes

Abstract

Let $X=\{X(t){\}}_{t\ge 0}$ be an operator semistable Lévy process on ${\mathbb{R}}^d$ with exponent $E$, where $E$ is an invertible linear operator on ${\mathbb{R}}^d$. In this paper we determine exact Hausdorff measure functions for the range of $X$ over the time interval $[0,1]$ under certain assumptions on the principal spectral component of $E$. As a byproduct we also present Tauberian results for semistable subordinators and sharp bounds for the asymptotic behavior of the expected sojourn times of $X$.

References in corpus (2)

• Levy processes: Capacity and Hausdorff dimension
• Hausdorff dimension of operator semistable Lévy processes