Hausdorff dimension of invariant measures related to Poisson driven stochastic differential equations

Tomasz Bielaczyc

Annales Polonici Mathematici (2011)

  • Volume: 101, Issue: 1, page 67-74
  • ISSN: 0066-2216

Abstract

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It is shown that the Hausdorff dimension of an invariant measure generated by a Poisson driven stochastic differential equation is greater than or equal to 1.

How to cite

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Tomasz Bielaczyc. "Hausdorff dimension of invariant measures related to Poisson driven stochastic differential equations." Annales Polonici Mathematici 101.1 (2011): 67-74. <http://eudml.org/doc/280970>.

@article{TomaszBielaczyc2011,
abstract = {It is shown that the Hausdorff dimension of an invariant measure generated by a Poisson driven stochastic differential equation is greater than or equal to 1.},
author = {Tomasz Bielaczyc},
journal = {Annales Polonici Mathematici},
keywords = {invariant measure; Hausdorff dimension},
language = {eng},
number = {1},
pages = {67-74},
title = {Hausdorff dimension of invariant measures related to Poisson driven stochastic differential equations},
url = {http://eudml.org/doc/280970},
volume = {101},
year = {2011},
}

TY - JOUR
AU - Tomasz Bielaczyc
TI - Hausdorff dimension of invariant measures related to Poisson driven stochastic differential equations
JO - Annales Polonici Mathematici
PY - 2011
VL - 101
IS - 1
SP - 67
EP - 74
AB - It is shown that the Hausdorff dimension of an invariant measure generated by a Poisson driven stochastic differential equation is greater than or equal to 1.
LA - eng
KW - invariant measure; Hausdorff dimension
UR - http://eudml.org/doc/280970
ER -

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