{ "id": "0709.3596", "version": "v1", "published": "2007-09-22T19:17:00.000Z", "updated": "2007-09-22T19:17:00.000Z", "title": "Singularity sets of Levy processes", "authors": [ "Arnaud Durand" ], "comment": "23 pages", "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2007-09-22T19:17:00.000Z" } ], "analyses": { "subjects": [ "60D05", "60G51", "60G17", "26A15", "28A80" ], "keywords": [ "levy processes", "holder singularity sets", "large intersection properties", "random wavelet series", "sample paths" ], "note": { "typesetting": "TeX", "pages": 23, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2007arXiv0709.3596D" } } }