Stochastic properties of the linear multifractional stable motion (Q4664084): Difference between revisions

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Latest revision as of 19:13, 7 June 2024

scientific article; zbMATH DE number 2152510
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English
Stochastic properties of the linear multifractional stable motion
scientific article; zbMATH DE number 2152510

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    Stochastic properties of the linear multifractional stable motion (English)
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    5 April 2005
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    linear fractional stable motion
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    self-similarity
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    multifractional Brownian motion
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    local self-similarity
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    tangent process
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    heavy tail
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