Hausdorff-Besicovitch dimension of graphs and \(p\)-variation

DOI10.1007/S10986-005-0031-6zbMath1110.60034OpenAlexW2030086819MaRDI QIDQ852284

Martynas Manstavičius

Publication date: 28 November 2006

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-005-0031-6

zbMATH Keywords

Lévy processCGMY processSubordinator

Mathematics Subject Classification ID

Sample path properties (60G17)

Related Items (1)

Hausdorff-Besicovitch dimension of graphs and \(p\)-variation

Cites Work

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• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• The Variance Gamma Process and Option Pricing
• Gaussian sample functions and the Hausdorff dimension of level crossings

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