Fine regularity of Lévy processes and linear (multi)fractional stable motion

DOI10.1214/EJP.v19-3393zbMath1307.60055arXiv1302.3140MaRDI QIDQ2514293

Paul Balança

Publication date: 3 February 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.3140

zbMATH Keywords

Lévy processesHölder regularityoscillating singularitiesmultifractal spectrumlinear fractional stable motion2-microlocal analysis

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Sample path properties (60G17)

Related Items (13)

The multifractal nature of Boltzmann processes ⋮ Multifractality of jump diffusion processes ⋮ Moving average multifractional processes with random exponent: lower bounds for local oscillations ⋮ Intermittency in the small-time behavior of Lévy processes ⋮ Behaviour of linear multifractional stable motion: membership of a critical Hölder space ⋮ Multifractal properties of sample paths of ground state-transformed jump processes ⋮ Generalized 2-microlocal frontier prescription ⋮ Some sample path properties of multifractional Brownian motion ⋮ Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes ⋮ On the monofractality of many stationary continuous Gaussian fields ⋮ BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES ⋮ The multifractal nature of Volterra-Lévy processes ⋮ Regularity of an abstract Wiener integral

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