Pages that link to "Item:Q2490056"
From MaRDI portal
The following pages link to How rich is the class of multifractional Brownian motions? (Q2490056):
Displayed 21 items.
- Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion (Q383623) (← links)
- 2-microlocal analysis of martingales and stochastic integrals (Q429291) (← links)
- Some sample path properties of multifractional Brownian motion (Q492954) (← links)
- Local likelihood estimation for nonstationary random fields (Q631615) (← links)
- Integral representations and properties of operator fractional Brownian motions (Q637087) (← links)
- A note on approximation to multifractional Brownian motion (Q660009) (← links)
- Continuous Gaussian multifractional processes with random pointwise Hölder regularity (Q742104) (← links)
- A general framework for simulation of fractional fields (Q947149) (← links)
- Local times of multifractional Brownian sheets (Q1002554) (← links)
- Covariance function of vector self-similar processes (Q1038436) (← links)
- Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times (Q1944668) (← links)
- A weak limit theorem for generalized multifractional Brownian motion (Q2267612) (← links)
- Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498) (← links)
- White noise-based stochastic calculus with respect to multifractional Brownian motion (Q2875258) (← links)
- Stochastic Volatility and Multifractional Brownian Motion (Q2914791) (← links)
- Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
- Dimension results of multifractional Brownian sheets (Q3529820) (← links)
- Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations (Q5256273) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion (Q5443739) (← links)
- PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION (Q5497011) (← links)