Pointwise Hölder exponent at a given point: proof of Theorem 1.3

Leonid Mytnik, Vitali Wachtel

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

Let us first give a heuristic explanation for the value of η̄ c. According to Lemmas 4.3 and 4.5, the maximal jump at time s and spatial point x near point x0 = 0 is of order ((t − s) | x | )1∕(1+β).

Original languageEnglish
Title of host publicationSpringerBriefs in Probability and Mathematical Statistics
PublisherSpringer Nature
Pages39-52
Number of pages14
DOIs
StatePublished - 2016

Publication series

NameSpringerBriefs in Probability and Mathematical Statistics

Keywords

  • Good Control
  • Heat Kernel
  • Stable Process
  • Time Change
  • Triangle Inequality

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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