Multifractional processes with random exponent

DOI10.5565/PUBLMAT_49205_11zbMath1082.60032MaRDI QIDQ2574026

Antoine Ayache, Murad S. Taqqu

Publication date: 28 November 2005

Published in: Publicacions Matemàtiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/41569

zbMATH Keywords

self-similarity; Wiener integral; Hölder regularity; wavelet decomposition; Fractional Brownian Motion

Mathematics Subject Classification ID

60G17: Sample path properties

60G18: Self-similar stochastic processes

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