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
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