Path properties of a class of locally asymptotically self similar processes

DOI10.1214/EJP.v13-505zbMath1191.60046MaRDI QIDQ1039036

Brahim Boufoussi, Raby Guerbaz, Marco E. Dozzi

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/229818

zbMATH Keywords

Hausdorff dimensionlocal timeslevel setslocal nondeterminismlocal asymptotic self-similarity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Sample path properties (60G17) PDEs with randomness, stochastic partial differential equations (35R60)

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