Hölder Exponent for a Two-Parameter Lévy Process

We study the regularity of a two-parameter Lévy process in the neighbourhood of a fixed point and then we compute the Hölder exponent of such a process.

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Year of publication:	2001
Authors:	Lagaize, Sandrine
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 77.2001, 2, p. 270-285
Publisher:	Elsevier
Keywords:	Lévy process two-parameter process Holder exponent

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005006571