Modulus of continuity of a class of monofractal processes
Probability
2012-11-20 v2
Abstract
We derive the modulus of continuity of a class of processes called Canonical Embedded Branching Processes (CEBP), recently introduced by Decrouez and Jones, and we establish their monofractal character. CEBP provide a rich class of processes, including the Brownian motion as a particular case. The techniques developed in this study follow the steps of Barlow and Perkins on Brownian motion on a Sierpinski gasket, though complications arise here since CEBP are not Markovian in general.
Keywords
Cite
@article{arxiv.1211.2895,
title = {Modulus of continuity of a class of monofractal processes},
author = {Geoffrey Decrouez and Ben Hambly and Owen Dafydd Jones},
journal= {arXiv preprint arXiv:1211.2895},
year = {2012}
}
Comments
11 pages, 3 figures