On nowhere differentiability for Lévy processes

DOI10.1080/17442509408833936zbMATH Open0832.60078OpenAlexW2019829855MaRDI QIDQ4853908FDOQ4853908

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

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zbMATH Keywords

nowhere differentiabilityLévy process

Mathematics Subject Classification ID

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

Cited In (5)

• Abrupt Lévy processes.
• A pure jump Markov process with a random singularity spectrum
• Multifractality of jump diffusion processes
• Title not available (Why is that?)
• Multifractal properties of sample paths of ground state-transformed jump processes

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