Pages that link to "Item:Q2574026"
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The following pages link to Multifractional processes with random exponent (Q2574026):
Displayed 15 items.
- 2-microlocal analysis of martingales and stochastic integrals (Q429291) (← links)
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Some sample path properties of multifractional Brownian motion (Q492954) (← links)
- Continuous Gaussian multifractional processes with random pointwise Hölder regularity (Q742104) (← links)
- On mean square displacement behaviors of anomalous diffusions with variable and random orders (Q763938) (← links)
- Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times (Q1944668) (← links)
- Linear multifractional stable motion: fine path properties (Q2256075) (← links)
- A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter (Q2258830) (← links)
- Stochastic 2-microlocal analysis (Q2389231) (← links)
- On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion (Q2485755) (← links)
- Stochastic Volatility and Multifractional Brownian Motion (Q2914791) (← links)
- Statistical Estimation for a Class of Self‐Regulating Processes (Q5251490) (← links)
- Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION (Q5497011) (← links)