• Title of article

    Hِlder Exponent for a Two-Parameter Lévy Process

  • Author/Authors

    Lagaize، نويسنده , , Sandrine، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2001
  • Pages
    16
  • From page
    270
  • To page
    285
  • Abstract
    We study the regularity of a two-parameter Lévy process in the neighbourhood of a fixed point and then we compute the Hِlder exponent of such a process.
  • Keywords
    Lévy process , two-parameter process , Hِlder exponent
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2001
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557708