A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes

DOI10.3150/11-BEJ372zbMath1260.60096arXiv0906.5042MaRDI QIDQ1932220

J. Lévy Véhel, Ronan Le Guével

Publication date: 17 January 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.5042

zbMATH Keywords

stable processes; multifractional processes; Ferguson-Klass-LePage series representation; localisable processes

Mathematics Subject Classification ID

60G17: Sample path properties

60G52: Stable stochastic processes

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