Multifractal properties of sample paths of ground state-transformed jump processes

We consider a class of Levy-type processes with unbounded coefficients, arising as Doob h-transforms of Feynman-Kac type representations of non-local Schrodinger operators, where the function h is chosen to be the ground state of such an operator. First we show existence of a cadlag version of the s...

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Bibliographic Details
Main Authors: Jozsef Lorinczi, Xiaochuan Yang
Format: Default Article
Published: 2019
Subjects:
Other mathematical sciences not elsewhere classified
Jump processes
Sample path properties
Stochastic differential equations
Hausdorff dimension
Feynman-Kac semigroups
Non-local Schrodinger operators
Ground states
Mathematical Sciences not elsewhere classified
Online Access:https://hdl.handle.net/2134/36534
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