Local properties of a multifractional stable field

DOI10.1090/S0094-9000-2013-00882-5MaRDI QIDQ2849286zbMATH OpenOpenAlexFDO

Authors G. M. Shevchenko

Publication date 17 September 2013

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0094-9000-2013-00882-5

zbMATH Keywords

local timestable processlocal nondeterminismharmonizable processmultifractionality

Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)

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• Properties of strong local nondeterminism and local times of stable random fields
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Cites work

• scientific article; zbMATH DE number 4203373 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 782652 (Why is no real title available?)
• Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
• Elliptic Gaussian random processes
• From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions
• Occupation densities
• On the local time of multifractional Brownian motion
• Path properties of multifractal Brownian motion
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• Real harmonizable multifractional stable process and its local properties
• Sample path properties of anisotrophic Gaussian random fields
• Sample path properties of fractional Riesz–Bessel field of variable order
• Stochastic calculus for fractional Brownian motion and related processes.
• The generalized multifractional field: A nice tool for the study of the generalized multifractional Brownian motion

Cited in

(7)

• Local times of linear multifractional stable sheets
• Wave equation with a stable noise
• Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
• Wave equation with a coloured stable noise
• Path properties of index-\(\beta\) stable fields
• Sample path properties of fractional Riesz–Bessel field of variable order
• On the variations of functions of several variables: Local time, Gaussian and stable fields

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