Hölder Index at a Given Point for Density States of Super-α-Stable Motion of Index 1+ β

Klaus Fleischmann, Leonid Mytnik, Vitali Wachtel

Research output: Contribution to journalArticlepeer-review

Abstract

A Hölder regularity index at given points for density states of (α, 1,β)-superprocesses with α > 1 + β is determined. It is shown that this index is strictly greater than the optimal index of local Hölder continuity for those density states.

Original languageEnglish
Pages (from-to)66-92
Number of pages27
JournalJournal of Theoretical Probability
Volume24
Issue number1
DOIs
StatePublished - Mar 2011

Keywords

  • Hausdorff dimension
  • Hölder continuity at a given point
  • Multifractal spectrum
  • Optimal exponent

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • General Mathematics

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