VIII: 07, 37-77, LNM 381 (1974)
DUPUIS, Claire
Mesure de Hausdorff de la trajectoire de certains processus à accroissements indépendants et stationnaires (
Independent increments)
The problem is to show that, for symmetric Lévy processes with small jumps and without a Brownian part, there exists a natural Hausdorff measure for which almost every path up to time $t$ has ``length'' exactly $t$. The case of Brownian motion had been known for a long time, the case of stable processes was settled by S.J.~Taylor (
J. Math. Mech.,
16, 1967) whose methods are generalized here
Keywords: Hausdorff measures,
Lévy processesNature: Original Retrieve article from Numdam