Hölder continuity of sample paths of some self-similar stable processes

DOI10.3836/TJM/1270130491zbMATH Open0728.60042OpenAlexW1981326714MaRDI QIDQ805060FDOQ805060

Authors: Norio Kôno, M. Maejima 

Publication date: 1991

Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3836/tjm/1270130491

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zbMATH Keywords

self-similar processstable processharmonizable fractional stable processHölder continuity of sample paths

Mathematics Subject Classification ID

Sample path properties (60G17) Self-similar stochastic processes (60G18)

Cited In (29)

• Linear fractional stable sheets: Wavelet expansion and sample path properties
• Joint continuity of the local times of linear fractional stable sheets
• Hölder continuity of random processes
• Hölder continuity of semigroups for time changed symmetric stable processes
• Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
• Multi-operator scaling random fields
• Hölder regularity for operator scaling stable random fields
• Sample path properties of self-similar processes with stationary increments
• Real harmonizable multifractional stable process and its local properties
• Maximal moments and uniform modulus of continuity for stable random fields
• Local and asymptotic properties of linear fractional stable sheets
• An optimal uniform modulus of continuity for harmonizable fractional stable motion
• Fractional stable random fields on the Sierpiński gasket
• The multifractal nature of Volterra-Lévy processes
• Approximations for a solution to stochastic heat equation with stable noise
• Stochastic wave equation in a plane driven by spatial stable noise
• Wave equation with a coloured stable noise
• When does a càdlàg process have continuous sample paths?
• Stationary increments harmonizable stable fields: upper estimates on path behaviour
• Path properties of dilatively stable processes and singularity of their distributions
• Fourier series approximation of linear fractional stable motion
• Behaviour of linear multifractional stable motion: membership of a critical Hölder space
• Wave equation for a homogeneous string with fixed ends driven by a stable random noise
• Wave equation with a stable noise
• Random rewards, fractional Brownian local times and stable self-similar processes
• Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
• Uniform modulus of continuity of random fields
• Hausdorff and packing dimensions of the images of random fields
• Local Hölder regularity for set-indexed processes

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