DIMENSION RESULTS FORORNSTEIN-UHLENBECK TYPE MARKOVPROCESS

摘要

Let {Xt,t≥ 0} be an Ornstein-Uhlenbeck type Markov process with Levyprocess At, the authors conaider the fractal properties of its ranges, give the upper andlower bounds of the Hausdorff dimensions of the ranges and the estimate of the dimensionsof the level sets for the process. The dstence of lood times and occnption times of Xtare considered in some special