On a class of self-similar processes with stationary increments in higher order Wiener chaoses
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Publication:402486
DOI10.1016/j.spa.2014.02.012zbMath1329.60100arXiv1211.4343MaRDI QIDQ402486
Publication date: 28 August 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.4343
sample paths; Hausdorff dimension; Hölder regularity; self-similar processes; multiple Wiener-Itō integral; wavelet expansion
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
60G22: Fractional processes, including fractional Brownian motion
60G17: Sample path properties
60H05: Stochastic integrals
60G18: Self-similar stochastic processes
28A80: Fractals
28A78: Hausdorff and packing measures
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