The multifractal nature of Volterra-Lévy processes

DOI10.1016/j.spa.2014.04.011zbMath1329.60169arXiv1306.3595OpenAlexW1973091879MaRDI QIDQ740198

Eyal Neuman

Publication date: 2 September 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.3595

zbMATH Keywords

regularitysample pathsstochastic integralsmultifractalsspectrum of singularitiesVolterra-Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (1)

A generalised Itō formula for Lévy-driven Volterra processes

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