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The Hölder continuity of Westwater process and its applications

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Abstract

In this paper, the Hölder continuity of Westwater processX t is concerned. More precisely, we show that there exists a random variableτ C ∈ (0, ∞) for anyC ∈ (3, ∞) such that

$$|X_s - X_t | \leqslant C\sqrt {|s - t||\log |t - s||,} \forall |t - s|< \tau _c .$$

As its applications, we give two bounds respectively for the Hausdorff measure function of multiple time set of Westwater process, and the Hausdorff measure of the imageX(E) of a Borel setE by Westwater process.

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This project is supported in part by the National Natural Science Foundation of China.

In Commemoration of the 15th Anniversary of the Acta Mathematicae Applicatae Sinica.

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Zhou, X. The Hölder continuity of Westwater process and its applications. Acta Mathematicae Applicatae Sinica 7, 289–297 (1991). https://doi.org/10.1007/BF02009681

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  • DOI: https://doi.org/10.1007/BF02009681

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