Linear multifractional stable motion: fine path properties

DOI10.4171/RMI/816zbMath1312.60041arXiv1302.1670MaRDI QIDQ2256075

Antoine Ayache, Julien Hamonier

Publication date: 19 February 2015

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.1670

zbMATH Keywords

Hölder regularitymoduli of continuitylaws of the iterated logarithmlinear multifractional stable motionwavelet series representations

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Sample path properties (60G17) Stable stochastic processes (60G52)

Related Items (7)

Behaviour of linear multifractional stable motion: membership of a critical Hölder space ⋮ Multifractional Hermite processes: definition and first properties ⋮ Stationary increments harmonizable stable fields: upper estimates on path behaviour ⋮ Tempered fractional multistable motion and tempered multifractional stable motion ⋮ Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters ⋮ Linear multifractional stable motion: representation via Haar basis ⋮ On the monofractality of many stationary continuous Gaussian fields

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