Hausdorff dimension of operator semistable L\'evy processes

Abstract

Let X=\X(t)\t≥0 be an operator semistable L\'evy process in with exponent E, where E is an invertible linear operator on and X is semi-selfsimilar with respect to E. By refining arguments given in Meerschaert and Xiao MX for the special case of an operator stable (selfsimilar) L\'evy process, for an arbitrary Borel set B⊂eq+ we determine the Hausdorff dimension of the partial range X(B) in terms of the real parts of the eigenvalues of E and the Hausdorff dimension of B.

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