Path properties of a class of locally asymptotically self similar processes
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Publication:1039036
DOI10.1214/EJP.v13-505zbMath1191.60046MaRDI QIDQ1039036
Brahim Boufoussi, Raby Guerbaz, Marco E. Dozzi
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/229818
Hausdorff dimension; local times; level sets; local nondeterminism; local asymptotic self-similarity
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60G17: Sample path properties
35R60: PDEs with randomness, stochastic partial differential equations
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