Multifractal Properties of Sample Paths of Ground State-transformed Jump Processes
نویسنده
چکیده
We consider a class of non-local Schrödinger operators and, using the ground state of such an operator, we define a random process generated by a unitary equivalent Lévy-type operator with unbounded coefficients. We construct this càdlàg process and show that it satisfies a related stochastic differential equation with jumps. Making use of this SDE we derive and prove the multifractal spectrum of local Hölder exponents of sample paths of the process.
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تاریخ انتشار 2017