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arxiv: 1211.2895 · v2 · pith:MJ7N24DXnew · submitted 2012-11-13 · 🧮 math.PR

Modulus of continuity of a class of monofractal processes

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keywords processescebpclassbrowniancontinuitymodulusmonofractalmotion
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We derive the modulus of continuity of a class of processes called Canonical Embedded Branching Processes (CEBP), recently introduced by Decrouez and Jones, and we establish their monofractal character. CEBP provide a rich class of processes, including the Brownian motion as a particular case. The techniques developed in this study follow the steps of Barlow and Perkins on Brownian motion on a Sierpinski gasket, though complications arise here since CEBP are not Markovian in general.

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