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Some properties for two-parameter fractional Levy-Wiener process

✍ Scribed by Rongmao Zhang

Book ID
107500640
Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
2003
Tongue
English
Weight
336 KB
Volume
18
Category
Article
ISSN
1005-1031

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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.