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

Leonid Mytnik; Vitali Wachtel

doi:https://doi.org/10.1007/978-3-319-50085-0_6

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

Leonid Mytnik, Vitali Wachtel

Data and Decision Sciences

Technion - Israel Institute of Technology

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-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 language	English
Title of host publication	SpringerBriefs in Probability and Mathematical Statistics
Publisher	Springer Nature
Pages	39-52
Number of pages	14
DOIs	https://doi.org/10.1007/978-3-319-50085-0_6
State	Published - 2016

Publication series

Name	SpringerBriefs 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

Access to Document

https://doi.org/10.1007/978-3-319-50085-0_6

Cite this

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KW - Good Control

KW - Heat Kernel

KW - Stable Process

KW - Time Change

KW - Triangle Inequality

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ER -

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

Abstract

Publication series

Keywords

All Science Journal Classification (ASJC) codes

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