Path properties of the linear multifractional stable motion (Q5497011)
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scientific article; zbMATH DE number 6393184
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| English | Path properties of the linear multifractional stable motion |
scientific article; zbMATH DE number 6393184 |
Statements
PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION (English)
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30 January 2015
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path continuity
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Hölder regularity
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linear fractional stable motion
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self-similarity
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multifractional Brownian motion
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local self-similarity
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heavy tails
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0.8923947811126709
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0.8605703115463257
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0.8503361940383911
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0.8481655716896057
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0.8210787773132324
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