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The Hausdorff dimension of the range for the Markov processes of Ornstein–Uhlenbeck type

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  • Zheng, Jing
  • Lin, Zhengyan
  • Tong, Changqing

Abstract

In this paper, the Hausdorff dimension of the range for a Markov process of Ornstein–Uhlenbeck type {X(t),t∈R+} on R is given. We also investigate the Hausdorff dimension of the process in Rd case.

Suggested Citation

  • Zheng, Jing & Lin, Zhengyan & Tong, Changqing, 2009. "The Hausdorff dimension of the range for the Markov processes of Ornstein–Uhlenbeck type," Chaos, Solitons & Fractals, Elsevier, vol. 42(4), pages 2008-2013.
    • Handle: RePEc:eee:chsofr:v:42:y:2009:i:4:p:2008-2013
    DOI: 10.1016/j.chaos.2009.03.169
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    References listed on IDEAS

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