From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions (Q2477887)
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English | From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions |
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From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions (English)
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14 March 2008
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Hölder regularity
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local asymptotic self-similarity
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multi-parameter processes
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