Parabolic Fractal Geometry of Stable L\'evy Processes with Drift
Abstract
We explicitly calculate the Hausdorff dimension of the graph and range of an isotropic stable L\'{e}vy process plus deterministic drift function . For that purpose we use a restricted version of the genuine Hausdorff dimension which is called the parabolic Hausdorff dimension. It turns out that covers by parabolic cylinders are optimal for treating self-similar processes, since their distinct non-linear scaling between time and space geometrically matches the self-similarity of the processes. We provide explicit formulas for the Hausdorff dimension of the graph and the range of . In sum the parabolic Hausdorff dimension of the drift term alone contributes to the Hausdorff dimension of . Further, we derive some formulas and bounds for the parabolic Hausdorff dimension.
Keywords
Cite
@article{arxiv.2312.13800,
title = {Parabolic Fractal Geometry of Stable L\'evy Processes with Drift},
author = {Peter Kern and Leonard Pleschberger},
journal= {arXiv preprint arXiv:2312.13800},
year = {2024}
}