Measuring the roughness of random paths by increment ratios (Q453302)
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scientific article; zbMATH DE number 6083991
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| English | Measuring the roughness of random paths by increment ratios |
scientific article; zbMATH DE number 6083991 |
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Measuring the roughness of random paths by increment ratios (English)
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19 September 2012
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diffusion processes
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estimation of the local regularity function of stochastic process
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fractional Brownian motion
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Hölder exponent
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Lévy processes
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limit theorems
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multifractional Brownian motion
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tangent process
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zero crossings
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0.8026044964790344
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0.7343950271606445
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0.7108572125434875
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0.7027352452278137
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0.6991882920265198
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