Multifractal properties of sample paths of ground state-transformed jump processes Jozsef Lorinczi Xiaochuan Yang 2134/36534 https://repository.lboro.ac.uk/articles/journal_contribution/Multifractal_properties_of_sample_paths_of_ground_state-transformed_jump_processes/9376802 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 so-obtained ground state-transformed processes. Next we prove that they satisfy a related stochastic differential equation with jumps. Making use of this SDE, we then derive and prove the multifractal spectrum of local Holder exponents of sample paths of ground state-transformed processes. 2019-01-10 13:48:30 Jump processes Sample path properties Stochastic differential equations Hausdorff dimension Feynman-Kac semigroups Non-local Schrodinger operators Ground states Mathematical Sciences not elsewhere classified