A pure jump Markov process with a random singularity spectrum (Q1958463): Difference between revisions

The paper is devoted to the properties of the singularity spectrum of some Markov processes. Namely, the Lévy-type measure \(\nu_\gamma(y,du):=\gamma(y) u^{-1-\gamma(y)}1_{[0,1]} (u)du\) is considered, where \(\gamma: \mathbb{R}\to (0,1)\) is a function with certain properties. It is shown that there exists a strong Markov process \((M_t)_{t\geq 0}\) associated with the generator \(L\phi(y):=\int_0^1 [\phi(y+u)-\phi(y)] \nu_\gamma(y,du)\), (where \(\phi:[0,\infty)\to\mathbb{R}\) is Lipschiz continuous). The singularity spectrum (which depends on time \(t\)) of \(M\) is described. Many specific examples are considered.