Some sample path properties of multifractional Brownian motion (Q492954)
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scientific article
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| English | Some sample path properties of multifractional Brownian motion |
scientific article |
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Some sample path properties of multifractional Brownian motion (English)
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21 August 2015
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multifractional Brownian motion
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sample path properties
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2-microlocal analysis
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box dimension
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Hausdorff dimension
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Hölder regularity
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0.8549283146858215
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0.8280362486839294
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0.8176983594894409
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0.8145928978919983
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0.8134970664978027
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