Hausdorff-Besicovitch dimension of graphs and p-variation

DOI10.1007/S10986-005-0031-6zbMATH Open1110.60034OpenAlexW2030086819MaRDI QIDQ852284FDOQ852284

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

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zbMATH Keywords

CGMY processSubordinatorLévy process

Mathematics Subject Classification ID

Sample path properties (60G17)

Cites Work

• Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
• The Variance Gamma Process and Option Pricing
• Title not available (Why is that?)
• Title not available (Why is that?)
• Generalized \(z\)-distributions and related stochastic processes
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• The dimension of the set of zeros and the graph of a symmetric stable process
• 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
• Hausdorff-Besicovitch dimension of graphs and \(p\)-variation

Cited In (4)

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

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