MULTIPLE POINTS OF SAMPLE PATHS OF MARKOV-PROCESSES

• 成果类型: Article
• 署名作者: SHIEH, NR
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176989790
• 发表日期: 1992
• 页码: 553-562
• 关键词: Levy processes; Local Time; intersections

摘要

We show that certain d-dimensional Markov processes X(t), t greater-than-or-equal-to 0, have the property that if E is a closed subset of R+ with sufficiently large Hausdorff dimension, then X(E) has k-multiple points. This is applied directly to diffusions driven by stochastic differential equations and Levy processes with positive lower indices, solving problems posed by J. P. Kahane and S. J. Taylor.