Tempered fractional stable motion (Q300298)
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English | Tempered fractional stable motion |
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Tempered fractional stable motion (English)
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27 June 2016
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The authors introduce extensions of a linear fractional stable motion and a harmonizable fractional stable motion via exponential tempering terms in the kernel in the integral representation. Various properties of these symmetric \(\alpha\)-stable processes with stationary increments are studied. This includes scaling properties and sample path properties, as well as singularities and Hölder-continuity estimates. Most of the work is spent on the different dependence structures of these processes. A semi-long-range dependence is proved for the linear tempered fractional stable motion. Moreover, for a large class of these processes, the existence of local times and the local nondeterminism property is established.
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fractional motion
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stable process
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long-range dependence
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local times
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sample paths
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local nondeterminism
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