Localisable, multifractional and multistable processes

MaRDI QIDQ4981679zbMATH OpenFDO

Authors Kenneth J. Falconer

Publication date 24 June 2014

zbMATH Keywords

scaling limitself-similar process

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52)

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(9)

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• A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes
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• Multifractional Markov processes in heterogeneous domains
• Multistable processes and localizability
• Localizable moving average symmetric stable and multistable processes
• THE LOCAL STRUCTURE OF RANDOM PROCESSES
• OBSERVING DISTRIBUTION IN PROCESSES: STATIC AND DYNAMIC LOCALITIES
• Incremental moments and Hölder exponents of multifractional multistable processes

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