The Uniform Dimension of the Level Sets of a Two-Parame-ter Ornstein-Uhlenbeck Process

Xiong Chen

doi:10.18686/ahe.v6i18.5718

The Uniform Dimension of the Level Sets of a Two-Parame-ter Ornstein-Uhlenbeck Process

Xiong Chen

Abstract

In this paper, based on Chen (1992) on the Hölder continous of local times of two-parameter Ornstein-Uhlenbeck pro-cess, we study the uniform dimension for the level sets of two-parameter OUP by using local times approach.AMS classifi cations: Primary 60G17

Keywords

Two-parameter OUP; Level sets; Uniform dimension

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References

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DOI: http://dx.doi.org/10.18686/ahe.v6i18.5718

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