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  1. Probability Theory and Related Fields
  2. Probability Theory and Related Fields : Volume 143
  3. Probability Theory and Related Fields : Volume 143, Issue 3-4, March 2009
  4. Singularity sets of Lévy processes
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Probability Theory and Related Fields : Volume 165
Probability Theory and Related Fields : Volume 164
Probability Theory and Related Fields : Volume 163
Probability Theory and Related Fields : Volume 162
Probability Theory and Related Fields : Volume 161
Probability Theory and Related Fields : Volume 160
Probability Theory and Related Fields : Volume 159
Probability Theory and Related Fields : Volume 158
Probability Theory and Related Fields : Volume 157
Probability Theory and Related Fields : Volume 156
Probability Theory and Related Fields : Volume 155
Probability Theory and Related Fields : Volume 154
Probability Theory and Related Fields : Volume 153
Probability Theory and Related Fields : Volume 152
Probability Theory and Related Fields : Volume 151
Probability Theory and Related Fields : Volume 150
Probability Theory and Related Fields : Volume 149
Probability Theory and Related Fields : Volume 148
Probability Theory and Related Fields : Volume 147
Probability Theory and Related Fields : Volume 146
Probability Theory and Related Fields : Volume 145
Probability Theory and Related Fields : Volume 144
Probability Theory and Related Fields : Volume 143
Probability Theory and Related Fields : Volume 143, Issue 3-4, March 2009
Measurability of optimal transportation and convergence rate for Landau type interacting particle systems
A local limit theorem for triple connections in subcritical Bernoulli percolation
Wetting of gradient fields: pathwise estimates
On the hardness of sampling independent sets beyond the tree threshold
Concentration under scaling limits for weakly pinned Gaussian random walks
Universality results for the largest eigenvalues of some sample covariance matrix ensembles
Singularity sets of Lévy processes
Diffusion in a locally stationary random environment
An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation
Lebesgue measure of the range of additive Lévy processes
Lyapounov norms for random walks in low disorder and dimension greater than three
Invariant random graphs with iid degrees in a general geography
Acknowledgement of priority concerning the article “A probabilistic interpretation and stochastic particle approximations of the three dimensional Navier–Stokes equation” Prob. Th. Rel. Fields. 136:102–156 (2006)
Singular dissipative stochastic equations in Hilbert spaces
Hausdorff dimension of the contours of symmetric additive Lévy processes
Probability Theory and Related Fields : Volume 143, Issue 1-2, January 2009
Probability Theory and Related Fields : Volume 142
Probability Theory and Related Fields : Volume 141
Probability Theory and Related Fields : Volume 140
Probability Theory and Related Fields : Volume 139
Probability Theory and Related Fields : Volume 138
Probability Theory and Related Fields : Volume 137
Probability Theory and Related Fields : Volume 136
Probability Theory and Related Fields : Volume 135
Probability Theory and Related Fields : Volume 134
Probability Theory and Related Fields : Volume 133
Probability Theory and Related Fields : Volume 132
Probability Theory and Related Fields : Volume 131
Probability Theory and Related Fields : Volume 130
Probability Theory and Related Fields : Volume 129
Probability Theory and Related Fields : Volume 128
Probability Theory and Related Fields : Volume 127
Probability Theory and Related Fields : Volume 126
Probability Theory and Related Fields : Volume 125
Probability Theory and Related Fields : Volume 124
Probability Theory and Related Fields : Volume 123
Probability Theory and Related Fields : Volume 122
Probability Theory and Related Fields : Volume 121
Probability Theory and Related Fields : Volume 120
Probability Theory and Related Fields : Volume 119
Probability Theory and Related Fields : Volume 118
Probability Theory and Related Fields : Volume 117
Probability Theory and Related Fields : Volume 116
Probability Theory and Related Fields : Volume 115
Probability Theory and Related Fields : Volume 114
Probability Theory and Related Fields : Volume 113
Probability Theory and Related Fields : Volume 112
Probability Theory and Related Fields : Volume 111
Probability Theory and Related Fields : Volume 110
Probability Theory and Related Fields : Volume 109
Probability Theory and Related Fields : Volume 108
Probability Theory and Related Fields : Volume 107

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Singularity sets of Lévy processes

Content Provider SpringerLink
Author Durand, Arnaud
Copyright Year 2008
Abstract We completely describe the size and large intersection properties of the Hölder singularity sets of Lévy processes. We also study the set of times at which a given function cannot be a modulus of continuity of a Lévy process. The Hölder singularity sets of the sample paths of certain random wavelet series are investigated as well.
Ending Page 544
Page Count 28
Starting Page 517
File Format PDF
ISSN 01788051
e-ISSN 14322064
Journal Probability Theory and Related Fields
Issue Number 3
Volume Number 143
Language English
Publisher Springer-Verlag
Publisher Date 2008-01-09
Publisher Place Berlin/Heidelberg
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Mathematical and Computational Physics Geometric probability and stochastic geometry Random wavelet series Probability Theory and Stochastic Processes Fractals Ubiquity Multifractal analysis Quantitative Finance Continuity and related questions (modulus of continuity, semicontinuity, discontinuities, etc.) Statistics for Business/Economics/Mathematical Finance/Insurance Operations Research/Decision Theory Mathematical Biology in General Sets with large intersection and Hausdorff measures Lévy processes Sample path properties Processes with independent increments; Lévy processes
Content Type Text
Resource Type Article
Subject Statistics and Probability Analysis Statistics, Probability and Uncertainty
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