Real harmonizable multifractional stable process and its local properties
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Publication:550163
DOI10.1016/j.spa.2011.03.012zbMath1231.60039arXiv1012.0503OpenAlexW2072553104MaRDI QIDQ550163
Georgiy M. Shevchenko, Marco E. Dozzi
Publication date: 8 July 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.0503
Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stable stochastic processes (60G52)
Related Items (8)
Tempered fractional stable motion ⋮ Approximations for a solution to stochastic heat equation with stable noise ⋮ Behaviour of linear multifractional stable motion: membership of a critical Hölder space ⋮ Linear multifractional stable motion: fine path properties ⋮ Wave equation with a stable noise ⋮ Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields ⋮ Wavelet analysis of a multifractional process in an arbitrary Wiener chaos ⋮ Local properties of a multifractional stable field
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