Multifractal properties of sample paths of ground state-transformed jump processes

DOI10.1016/j.chaos.2019.01.008zbMath1448.60170arXiv1705.00551OpenAlexW2611377470WikidataQ128465634 ScholiaQ128465634MaRDI QIDQ2212471

Xiaochuan Yang, József Lörinczi

Publication date: 23 November 2020

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.00551

zbMATH Keywords

stochastic differential equationsHausdorff dimensionjump processesground statessample path propertiesFeynman-Kac semigroupsnonlocal Schrödinger operators

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17) Hausdorff and packing measures (28A78) Integro-differential operators (47G20) Schrödinger and Feynman-Kac semigroups (47D08) Jump processes on general state spaces (60J76)

Related Items (4)

Functional central limit theorems and \(P(\phi )_1\)-processes for the relativistic and non-relativistic Nelson models ⋮ Typical long-time behavior of ground state-transformed jump processes ⋮ Hausdorff dimension, heavy tails, and generalization in neural networks* ⋮ DYNAMIC CORRELATION ANALYSIS OF REGIONAL LOGISTICS FROM THE PERSPECTIVE OF MULTIFRACTAL FEATURE

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The multifractal nature of Boltzmann processes
• On the construction of Feller processes with unbounded coefficients
• Multifractal analysis of Lévy fields
• Fractional \(P(\phi)_1\)-processes and Gibbs measures
• Spectral properties of the massless relativistic harmonic oscillator
• Fall-off of eigenfunctions for non-local Schrödinger operators with decaying potentials
• The symbol associated with the solution of a stochastic differential equation
• Old friends revisited: The multifractal nature of some classical functions
• Feynman-Kac-type theorems and Gibbs measures on path space. With applications to rigorous quantum field theory.
• Growth and Hölder conditions for the sample paths of Feller processes
• The multifractal nature of Lévy processes
• Uniqueness of Gibbs measures relative to Brownian motion
• On lacunary wavelet series.
• Spectral properties of the massless relativistic quartic oscillator
• Lévy processes: capacity and Hausdorff dimension
• Hausdorff dimension of the range and the graph of stable-like processes
• Probabilistic representation and fall-off of bound states of relativistic Schrödinger operators with spin 1/2
• A pure jump Markov process with a random singularity spectrum
• Pointwise eigenfunction estimates and intrinsic ultracontractivity-type properties of Feynman-Kac semigroups for a class of Lévy processes
• Dimension results for sample paths of operator stable Lévy processes
• Fine regularity of Lévy processes and linear (multi)fractional stable motion
• Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
• The singularity spectrum of Lévy processes in multifractal time
• PATH INTEGRAL REPRESENTATION FOR SCHRÖDINGER OPERATORS WITH BERNSTEIN FUNCTIONS OF THE LAPLACIAN
• Packing dimension profiles and Lévy processes
• Equivalence of Stochastic Equations and Martingale Problems
• Packing dimension of the range of a Lévy process
• How Often on a Brownian Path Does the Law of Iterated Logarithm Fail?
• Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes
• On nowhere differentiability for Lévy processes
• Typical long-time behavior of ground state-transformed jump processes
• Covering the line with random intervals

This page was built for publication: Multifractal properties of sample paths of ground state-transformed jump processes