Some properties of a multifractional Brownian motion (Q2373656)
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scientific article; zbMATH DE number 5171288
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| English | Some properties of a multifractional Brownian motion |
scientific article; zbMATH DE number 5171288 |
Statements
Some properties of a multifractional Brownian motion (English)
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16 July 2007
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Hausdorff dimension
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local nondeterminism
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lever set
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local time
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multifractional Brownian motion
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0.8978553414344788
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0.8875889778137207
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0.8702117204666138
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0.859643280506134
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