Moving average multifractional processes with random exponent: lower bounds for local oscillations

DOI10.1016/j.spa.2022.01.003zbMath1492.60095OpenAlexW4205278662MaRDI QIDQ2668496

Antoine Ayache, Florent Bouly

Publication date: 7 March 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2022.01.003

zbMATH Keywords

fractional Brownian motionItô integralpointwise Hölder regularityvarying Hurst parameter

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18)

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