Singularity sets of Levy processes

Details Singularity sets of Levy processes Singularity sets of Levy processes

2007-09-22

arxiv.org/abs/0709.3596v1

Mathematics

Probability

23 pages

Scientific paper

We completely describe the size and large intersection properties of the
Holder singularity sets of Levy processes. We also study the set of times at
which a given function cannot be a modulus of continuity of a Levy process. The
Holder singularity sets of the sample paths of certain random wavelet series
are investigated as well.

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