Hölder exponent for a two-parameter Lévy process

DOI10.1006/jmva.2000.1937zbMath0988.60031OpenAlexW1979073452MaRDI QIDQ5943755

Sandrine Lagaize

Publication date: 17 September 2001

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2000.1937

zbMATH Keywords

Hölder exponenttwo-parameter Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Sample path properties (60G17)

Related Items (5)

Some path properties of generalized Lévy sheet ⋮ Two-parameter Lévy processes along decreasing paths ⋮ Multifractal analysis of Lévy fields ⋮ IDT processes and associated Lévy processes with explicit constructions ⋮ Growth rate of a two-parameter subordinator

Cites Work

• On the cadlaguity of random measures
• The growth of random walks and Levy processes
• Representations, decompositions and sample function continuity of random fields with independent increments
• [https://portal.mardi4nfdi.de/wiki/Publication:3038338 The existence of set-indexed L�vy processes]
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