A pure jump Markov process with a random singularity spectrum

DOI10.1214/10-AOP533zbMath1205.60148arXiv0907.0104OpenAlexW2962933565MaRDI QIDQ1958463

Nicolas Fournier, Stéphane Jaffard, Julien Barral, Stéphane Seuret

Publication date: 29 September 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.0104

zbMATH Keywords

stochastic differential equationsMarkov processesHausdorff dimensionjump processesPoisson measuressingularity spectrum

Mathematics Subject Classification ID

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