Level Sets of Additive Lévy Processes
Khoshnevisan, Davar ; Xiao, Yimin
Ann. Probab., Tome 30 (2002) no. 1, p. 62-100 / Harvested from Project Euclid
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We provide a probabilistic interpretation of a class of natural capacities on Euclidean space in terms of the level sets of a suitably chosen multiparameter additive Lévy process X. We also present several probabilistic applications of the aforementioned potential-theoretic connections. They include areas such as intersections of Lévy processes and level sets, as well as Hausdorff dimension computations.
Publié le : 2002-01-14
Classification:  Additive stable processes,  potential theory,  60G60,  60J45 
@article{1020107761,
     author = {Khoshnevisan, Davar and Xiao, Yimin},
     title = {Level Sets of Additive L\'evy Processes},
     journal = {Ann. Probab.},
     volume = {30},
     number = {1},
     year = {2002},
     pages = { 62-100},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1020107761}
}

Khoshnevisan, Davar; Xiao, Yimin. Level Sets of Additive Lévy Processes. Ann. Probab., Tome 30 (2002) no. 1, pp.  62-100. http://gdmltest.u-ga.fr/item/1020107761/