Simulation of a Local Time Fractional Stable Motion
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Publication:3086801
DOI10.1007/978-3-642-15217-7_9zbMath1216.60045arXiv0712.3210MaRDI QIDQ3086801
Publication date: 30 March 2011
Published in: Séminaire de Probabilités XLIII (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.3210
simulation; fractional Brownian motion; local time; stable process; self similar process; shot noise series
60G18: Self-similar stochastic processes
60G52: Stable stochastic processes
60F25: (L^p)-limit theorems
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