journal article
oaidoi:10.1016/j.spa.2004.08.004

Dimension results for sample paths of operator stable Lévy processes

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Publication date
31 January 2005
Publisher
Elsevier B.V.
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    Abstract

    AbstractLet X={X(t),t∈R+} be an operator stable Lévy process in Rd with exponent B, where B is an invertible linear operator on Rd. We determine the Hausdorff dimension and the packing dimension of the range X([0,1]) in terms of the real parts of the eigenvalues of B

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