Peter Kern

activity

20102026

most citedHausdorff dimension of operator semistable Lévy processes

7 citations · 37 across the 20 of their papers we have counts for

collaborators

Showing 2016 · math.PRShow all

3 papers · 2 filters

math.PR2016★ 2 cited

On exact Hausdorff measure functions of operator semistable Lévy processes

Peter Kern, Lina Wedrich

Let $X = {X (t)}_{t \geq 0}$ be an operator semistable Lévy process on $R^{d}$ with exponent $E$ , where $E$ is an invertible linear operator on $R^{d}$ . In this paper we…

math.PR2016★ 3 cited

Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties

Peter Kern, Mark M. Meerschaert, Yimin Xiao

This paper proves sharp bounds on the tails of the Lévy exponent of an operator semistable law on $R^{d}$ . These bounds are then applied to explicitly compute the Hausdorff a…

math.PR2016

An integral representation of dilatively stable processes with independent increments

Thorsten Bhatti, Peter Kern

Dilative stability generalizes the property of selfsimilarity for infinitely divisible stochastic processes by introducing an additional scaling in the convolution exponent. Inspir…