Singularity sets of Levy processes
Probability
2007-09-25 v1
Abstract
We completely describe the size and large intersection properties of the Holder singularity sets of Levy processes. We also study the set of times at which a given function cannot be a modulus of continuity of a Levy process. The Holder singularity sets of the sample paths of certain random wavelet series are investigated as well.
Keywords
Cite
@article{arxiv.0709.3596,
title = {Singularity sets of Levy processes},
author = {Arnaud Durand},
journal= {arXiv preprint arXiv:0709.3596},
year = {2007}
}
Comments
23 pages