Singularity sets of Lévy processes

DOI10.1007/s00440-007-0134-6zbMath1163.60004arXiv0709.3596OpenAlexW2057334312MaRDI QIDQ1017886

Arnaud Durand

Publication date: 13 May 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.3596

zbMATH Keywords

ubiquityHausdorff measurerandom wavelet seriesmultifractional analysis

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Geometric probability and stochastic geometry (60D05) Continuity and related questions (modulus of continuity, semicontinuity, discontinuities, etc.) for real functions in one variable (26A15) Sample path properties (60G17) Fractals (28A80)

Related Items (10)

Multivariate multifractal formalism for simultaneous pointwise (Tuipi)i regularities ⋮ Multifractality of jump diffusion processes ⋮ Multifractal analysis of superprocesses with stable branching in dimension one ⋮ Large intersection property for limsup sets in metric space ⋮ Hölder index at a given point for density states of super-\(\alpha \)-stable motion of index \(1+\beta \) ⋮ Multifractal analysis of Lévy fields ⋮ Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes ⋮ Multifractal formalisms for multivariate analysis ⋮ Random wavelet series based on a tree-indexed Markov chain ⋮ Describability via ubiquity and eutaxy in Diophantine approximation

Cites Work

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• Ondelettes et bases hilbertiennes. (Wavelets and Hilbert bases)
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• The multifractal nature of Lévy processes
• On lacunary wavelet series.
• Random wavelet series
• Ubiquitous systems and metric number theory
• Sets with Large Intersection Properties
• De-noising by soft-thresholding
• Sets with large intersection and ubiquity
• Wavelet methods for pointwise regularity and local oscillations of functions

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