Linear multifractional multistable motion: LePage series representation and modulus of continuity

MaRDI QIDQ5264663zbMATH OpenFDO

Authors Hermine Biermé, Céline Lacaux

Publication date 27 July 2015

zbMATH Keywords

modulus of continuitystable and multistable random fields

Mathematics Subject Classification ID

Sample path properties (60G17) Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52)

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Cited in

(8)

• Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes
• Linear multifractional stable motion: fine path properties
• Behaviour of linear multifractional stable motion: membership of a critical Hölder space
• Stochastic properties of the linear multifractional stable motion
• Goodness-of-fit test for multistable Lévy processes
• On the carrying dimension of occupation measures for self-affine random fields
• An optimal uniform modulus of continuity for harmonizable fractional stable motion
• Fractional stable random fields on the Sierpiński gasket

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