Some properties of a multifractional Brownian motion

DOI10.1016/J.SPL.2006.11.002MaRDI QIDQ2373656zbMATH OpenOpenAlexFDO

Authors Jing Zheng, Zhengyan Lin

Publication date 16 July 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.11.002

zbMATH Keywords

Hausdorff dimensionlever setlocal nondeterminismlocal timemultifractional Brownian motion

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Gaussian processes (60G15) Local time and additive functionals (60J55)

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Cites work

• Elliptic Gaussian random processes
• How big are the increments of a multifractional Brownian motion?
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• scientific article; zbMATH DE number 3594385 (Why is no real title available?)
• scientific article; zbMATH DE number 3416765 (Why is no real title available?)
• Occupation densities

Cited in

(14)

• Some singular sample path properties of a multiparameter fractional Brownian motion
• Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
• Local properties of a multifractional stable field
• Properties of trajectories of a multifractional Rosenblatt process
• From fractional Brownian motion to multifractional and multistable motion
• Some properties of Kagi and Renko moments for Brownian motion
• scientific article; zbMATH DE number 5733727 (Why is no real title available?)
• Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion
• scientific article; zbMATH DE number 804065 (Why is no real title available?)
• Convergence of the structure function of a multifractal random walk in a mixed asymptotic setting
• Basic properties of the Multivariate Fractional Brownian Motion
• Occupation time problem for multifractional Brownian motion
• Some properties of the sub-fractional Brownian motion
• On the non-commutative multifractional Brownian motion

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