Multifractal properties of sample paths of ground state-transformed jump processes
Probability
2019-02-05 v2 Mathematical Physics
math.MP
Abstract
We consider a class of L\'evy-type processes with unbounded coefficients, arising as Doob -transforms of Feynman-Kac type representations of non-local Schr\"odinger operators, where the function is chosen to be the ground state of such an operator. First, we show the existence of a c\`adl\`ag version of the so-obtained ground state-transformed processes. Next, we prove that they satisfy a related stochastic differential equation with jumps. Making use of this SDE, we then derive and prove the multifractal spectrum of local H\"older exponents of sample paths of ground state-transformed processes.
Keywords
Cite
@article{arxiv.1705.00551,
title = {Multifractal properties of sample paths of ground state-transformed jump processes},
author = {József Lorinczi and Xiaochuan Yang},
journal= {arXiv preprint arXiv:1705.00551},
year = {2019}
}
Comments
23 pages