Path Properties of Dilatively Stable Processes and Singularity of Their Distributions

DOI10.1080/07362994.2012.704849zbMath1260.60072arXiv1110.1233OpenAlexW2059157206MaRDI QIDQ4648513

Mátyás Barczy, Endre Iglói

Publication date: 9 November 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.1233

zbMATH Keywords

singularityHölder continuityself-similar processesdilatively stable processessample path properties

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18)

Related Items (3)

Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes ⋮ Dilatively stable stochastic processes and aggregate similarity ⋮ Series Representation of Time-Stable Stochastic Processes

Cites Work

• Sample path properties of self-similar processes with stationary increments
• Hölder continuity of sample paths of some self-similar stable processes
• Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism
• The multifractal nature of Lévy processes
• Singularity of two diffusions on \({\mathcal C}_ \infty\)
• Possible sample paths of self-similar \(\alpha\)-stable processes
• On roughness indices for fractional fields
• Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals
• Fractional Lévy processes with an application to long memory moving average processes
• A self-similar process with nowhere bounded sample paths
• Singularity of Fractional Brownian Motions with Different Hurst Indices
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