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Hölder Exponent for a Two-Parameter Lévy Process |
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| Authors: | Sandrine Lagaize |
| Affiliation: | Université d'Orléans and CNRS, Orléans Cedex 2, Francef1 |
| Abstract: | 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. |
| Keywords: | Lé vy process two-parameter process Hö lder exponent |
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