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

Klaus Fleischmann (), Leonid Mytnik () and Vitali Wachtel ()
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Klaus Fleischmann: Leibniz Institute in Forschungsverbund Berlin e.V.
Leonid Mytnik: Technion Israel Institute of Technology
Vitali Wachtel: University of Munich

Journal of Theoretical Probability, 2011, vol. 24, issue 1, 66-92

Abstract: 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.

Keywords: Hölder continuity at a given point; Optimal exponent; Multifractal spectrum; Hausdorff dimension; 60J80; 60G57 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10959-010-0334-3

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