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.
Stochastic bounds for Levy processes
Levy processes: Capacity and Hausdorff dimension
Fluctuations of Levy processes and scattering theory
![QR code for arXiv:0709.3596 [math.PR]](http://oss.arxitics.com/images/favicon.svg)