Applied Mathematics and Mechanics (English Edition) ›› 2008, Vol. 29 ›› Issue (4): 517-525 .doi: https://doi.org/10.1007/s10483-008-0410-x

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Maximal speed of particles in super-Lévy process

LIN Zheng-yan, CHENG Zong-mao   

    1. Department of Mathematics, Zhejiang University, Hangzhou 310027, P. R. China;
    2. Institute of Applied Mathematics and Engineering Computation, Hangzhou Dianzi University, Hangzhou 310018, P. R. China
  • Received:2007-02-01 Revised:2008-02-22 Online:2008-04-18 Published:2008-04-18
  • Contact: CHENG Zong-mao

Abstract: We introduce a super-Lévy process and study maximal speed of all particles in the range and the support of the super-Lévy process. The state of historical super-Lévy process is a measure on the set of paths. We study the maximal speed of all particles during a given time period, which turns out to be a function of the packing dimension of the time period. We calculate the Hausdorff dimension of the set of a-fast paths in the support and the range of the historical super- Lévy process.

Key words: super-Lévy process, modulus of continuity, Hausdorff dimension, Lévy process, a-fast path, Brownian motion

2010 MSC Number: 

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