Path Properties of Dilatively Stable Processes and Singularity of Their Distributions

First, we present some results about the Hölder continuity of the sample paths of so-called dilatively stable processes which are certain infinitely divisible processes having a more general scaling property than self-similarity. As a corollary, we obtain that the most important (H, δ)-dilatively stable limit processes (e.g., the LISOU and the LISCBI processes, see [4 Iglói , E. 2008 . Dilative Stability, Ph.D. Thesis, University of Debrecen, Faculty of Informatics. http://www.inf.unideb.hu/valseg/dolgozok/igloi/dissertation.pdf  [Google Scholar]]) almost surely have a local Hölder exponent H. Next we prove that, under some slight regularity assumptions, any two dilatively stable processes with stationary increments are singular (in the sense that their distributions have disjoint supports) if their parameters H are different. We also study the more general case of not having stationary increments. Throughout the article, we specialize our results to some basic dilatively stable processes such as the above-mentioned limit processes and the fractional Lévy process.