On the approximate Hölder index for trajectories of stable processes

Speaker(s): 
Vitalii I. Senin (TU Berlin)
Date: 
Wednesday, November 25, 2015 - 5:15pm
Location: 
WIAS, Erhard-Schmidt-Saal, Mohrenstraße 39, 10117 Berlin

For almost all trajectories of the symmetric \alpha stable process (\alpha < 2) the following property is proved: for any \gamma with \alpha \gamma < 1 and any \epsilon > 0 there exists a Hölder continuous function with exponent \gamma which coincides with the trajectory up to a set of Lebesgue measure \leq \epsilon.
(In the collaboration with A. M. Kulik)