A new multifractional process with random exponent (Q3119661)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new multifractional process with random exponent |
scientific article |
Statements
A new multifractional process with random exponent (English)
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12 March 2019
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fractional Brownian motion
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varying Hurst parameter
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Haar basis
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Hölder regularity
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Itô integral
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