A pure jump Markov process with a random singularity spectrum
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Publication:1958463
DOI10.1214/10-AOP533zbMath1205.60148arXiv0907.0104MaRDI QIDQ1958463
Nicolas Fournier, Julien Barral, Stéphane Seuret, Stéphane Jaffard
Publication date: 29 September 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0907.0104
stochastic differential equations; Markov processes; Hausdorff dimension; jump processes; Poisson measures; singularity spectrum
Related Items
2-microlocal analysis of martingales and stochastic integrals, Multifractal analysis of Lévy fields, A localized Jarník-Besicovitch theorem
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