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
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
Journal title :
Journal of Multivariate Analysis
