Published March 2009
| public
Journal Article
Singularity sets of Lévy processes
- Creators
- Durand, Arnaud
Abstract
We completely describe the size and large intersection properties of the Hölder singularity sets of Lévy processes. We also study the set of times at which a given function cannot be a modulus of continuity of a Lévy process. The Hölder singularity sets of the sample paths of certain random wavelet series are investigated as well.
Additional Information
© 2008 Springer-Verlag. Received: 23 April 2007 Revised: 12 December 2007 Published online: 9 January 2008. The author is grateful to Stéphane Jaffard for many useful comments.Additional details
- Eprint ID
- 14029
- DOI
- 10.1007/s00440-007-0134-6
- Resolver ID
- CaltechAUTHORS:20090420-120827743
- Created
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2009-04-20Created from EPrint's datestamp field
- Updated
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2021-11-08Created from EPrint's last_modified field