Hausdorff dimension of invariant measures related to Poisson driven stochastic differential equations
Volume 101 / 2011
Annales Polonici Mathematici 101 (2011), 67-74
MSC: Primary 37A50; Secondary 60J75, 37A05.
DOI: 10.4064/ap101-1-7
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 $1$.
