Incremental moments and Hölder exponents of multifractional multistable processes

DOI10.1051/PS/2011151zbMath1292.60050arXiv1001.3130OpenAlexW2115386457MaRDI QIDQ5408465

Jacques Lévy-Véhel, Ronan Le Guével

Publication date: 10 April 2014

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.3130

zbMATH Keywords

pointwise Hölder regularitymultifractional processesmultistable processeslocalisable processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

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