%0 Journal Article
%T The Multifractal Nature of Volterra-L¨¦vy Processes
%A Eyal Neuman
%J Mathematics
%D 2013
%I arXiv
%R 10.1016/j.spa.2014.04.011
%X We consider the regularity of sample paths of Volterra-L\'{e}vy processes. These processes are defined as stochastic integrals $$ M(t)=\int_{0}^{t}F(t,r)dX(r), \ \ t \in \mathds{R}_{+}, $$ where $X$ is a L\'{e}vy process and $F$ is a deterministic real-valued function. We derive the spectrum of singularities and a result on the 2-microlocal frontier of $\{M(t)\}_{t\in [0,1]}$, under regularity assumptions on the function $F$.
%U http://arxiv.org/abs/1306.3595v2