Treffer: Measure of the multiple self-intersection set of a Markov process
Title:
Measure of the multiple self-intersection set of a Markov process
Authors:
Source:
Communications on pure and applied mathematics. 43(5):575-598
Publisher Information:
New York, NY: Wiley, 1990.
Publication Year:
1990
Physical Description:
print, 12 ref
Original Material:
INIST-CNRS
Subject Terms:
Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Probabilités et statistiques, Probability and statistics, Théorie des probabilités et processus stochastiques, Probability theory and stochastic processes, Processus de markov, Markov processes, Espace n dimensions, Multidimensional space, Espacio n dimensiones, Processus Markov, Markov process, Proceso Markov, Processus diffusion, Diffusion process, Lévy process, Proceso difusión, Processus homogène, Homogeneous process, Proceso homogéneo, Autointersection, Mesure Hansdorff, Point multiple, Processus Lévy
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
New York univ., courant inst. mathematical sci., United States
ISSN:
0010-3640
Rights:
Copyright 1991 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.19393802
Database:
PASCAL Archive
Weitere Informationen
LET X(t), t≥0, be a Markov process in Rm with homogeneous transition density p(t; x, y). For a closed bounded set B⊂Rm, X is said to have a self-intersection of order r≥2 in B if there are distinct points t1<...<tr such that X(t1)∈B and X(tj)=X(t1), for j=2,...,r. The focus of this work is the Hausdorff measure, suitably defined, of the set of such R-tuples. The results are applied to Lévy and diffusion processes, and are shown to extend recent results in this area.