Hausdorff-Besicovitch dimension of graphs and p-variation

DOI10.1007/S10986-005-0031-6MaRDI QIDQ852284zbMATHOpenAlexFDO

Authors Martynas Manstavičius

Publication date 28 November 2006

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-005-0031-6

zbMATH Keywords

CGMY processSubordinatorLévy process

Mathematics Subject Classification ID

Sample path properties (60G17)

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Cites work

• scientific article; zbMATH DE number 1598665 (Why is no real title available?)
• scientific article; zbMATH DE number 3456236 (Why is no real title available?)
• Estimating the \(p\)-variation index of a sample function: an application to financial data set
• Gaussian sample functions and the Hausdorff dimension of level crossings
• Generalized \(z\)-distributions and related stochastic processes
• Hausdorff-Besicovitch dimension of graphs and \(p\)-variation
• Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• The Variance Gamma Process and Option Pricing
• The dimension of the set of zeros and the graph of a symmetric stable process

Cited in

(4)

• Hofer-Zehnder capacity and Bruhat graph
• The Hausdorff dimension of pulse-sum graphs
• Hausdorff-Besicovitch dimension of graphs and \(p\)-variation
• Hausdorff Dimension in Graph Directed Constructions

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