Local properties of a multifractional stable field
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Publication:2849286
DOI10.1090/S0094-9000-2013-00882-5zbMATH Open1285.60045OpenAlexW2048682802MaRDI QIDQ2849286FDOQ2849286
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
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Cites Work
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- Stochastic calculus for fractional Brownian motion and related processes.
- Elliptic Gaussian random processes
- Sample path properties of anisotrophic Gaussian random fields
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Occupation densities
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- Real harmonizable multifractional stable process and its local properties
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- From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions
- On the local time of multifractional Brownian motion
- Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
- Path properties of multifractal Brownian motion
- The generalized multifractional field: A nice tool for the study of the generalized multifractional Brownian motion
- Sample path properties of fractional Riesz–Bessel field of variable order
Cited In (7)
- Local times of linear multifractional stable sheets
- On the variations of functions of several variables: Local time, Gaussian and stable fields
- Sample path properties of fractional Riesz–Bessel field of variable order
- Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
- Path properties of index-\(\beta\) stable fields
- Wave equation with a coloured stable noise
- Wave equation with a stable noise
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