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

DOI10.3150/07-BEJ5121zbMath1132.60040OpenAlexW2088321942MaRDI QIDQ880471

Martynas Manstavičius

Publication date: 15 May 2007

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/07-bej5121

zbMATH Keywords

normal inverse Gaussian processgeneralized \(z\)-processgeneralized hyperbolic process

Mathematics Subject Classification ID

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

Related Items (3)

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