Stochastic properties of the linear multifractional stable motion (Q4664084): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 17:25, 7 February 2024
scientific article; zbMATH DE number 2152510
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic properties of the linear multifractional stable motion |
scientific article; zbMATH DE number 2152510 |
Statements
Stochastic properties of the linear multifractional stable motion (English)
0 references
5 April 2005
0 references
linear fractional stable motion
0 references
self-similarity
0 references
multifractional Brownian motion
0 references
local self-similarity
0 references
tangent process
0 references
heavy tail
0 references