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.
Two-Parameter Lévy Processes Along
✍ Scribed by Shai Covo
- Publisher
- Springer US
- Year
- 2010
- Tongue
- English
- Weight
- 567 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0894-9840
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