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Let Xt be a continuous local martingale satisfying X0=0 and K1q(t)[less-than-or-equals, slant]<X>t[less-than-or-equals, slant]K2q(t) a.s. for a nondecreasing function q with constants K1 and K2. Define for a Borel function and Mt*=sup0[less-than-or-equals, slant]s[less-than-or-equals, slant]t Ms....</x>
Persistent link: https://www.econbiz.de/10008874033
Let Xt be any additive process in . There are two lower indices and an upper index [beta]T for T[set membership, variant](0,[infinity]) such that for any Borel set , if , and dimHX(E)=[beta]TdimHE, where X(E)={Xs:s[set membership, variant]E} for and dimH denotes the Hausdorff dimension. When Xt...
Persistent link: https://www.econbiz.de/10008875274