How rich is the class of multifractional Brownian motions? (Q2490056)

The authors study two types of multifractional Brownian motion processes introduced by \textit{Peltier} and \textit{Lévy-Vehel} (1995) and \textit{A. Benassi, S. Jaffard} and \textit{D. Roux} [Rev. Mat. Iberoam. 13, No. 1, 19--90 (1997; Zbl 0880.60053)]. It is shown that these two types of processes have different correlation structures when their self-similarity parameters depend on time and are non-constants. This result contradicts with results in the literature on similarity of these two types of processes. The authors investigate the general class of multifractional Brownian motion processes, which includes the mentioned two types.