On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
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Publication:2485755
DOI10.1016/j.spa.2003.11.002zbMath1079.60029MaRDI QIDQ2485755
Antoine Ayache, Jacques Lévy-Véhel
Publication date: 5 August 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/inria-00559108/file/On-the-identification-of-the-pointwise-holder-exponent-of-the-generalized-multifractional-brownian-motion.pdf
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