Hölder Exponent for a Two-Parameter Lévy Process

✍ Scribed by Sandrine Lagaize

• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 148 KB
• Volume: 77
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.2000.1937

✦ Synopsis

We study the regularity of a two-parameter Le vy process in the neighbourhood of a fixed point and then we compute the Ho lder exponent of such a process.