On nowhere differentiability for Lévy processes

DOI10.1080/17442509408833936MaRDI QIDQ4853908zbMATH OpenOpenAlexFDO

Authors Jean Bertoin

Publication date 13 February 1996

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509408833936

zbMATH Keywords

Lévy processnowhere differentiability

Mathematics Subject Classification ID

Sample path properties (60G17) Markov processes (60J99)

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(6)

• Multifractality of jump diffusion processes
• A pure jump Markov process with a random singularity spectrum
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• Abrupt Lévy processes.
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• Extremal shot noise processes and random cutout sets

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