Behaviour of linear multifractional stable motion: membership of a critical Hölder space

DOI10.1080/17442508.2016.1276910zbMath1394.60031arXiv1608.04752MaRDI QIDQ4584666

Julien Hamonier, Antoine Ayache

Publication date: 4 September 2018

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.04752

zbMATH Keywords

Hölder regularity; moduli of continuity; wavelet series representations; linear multifractional stable motions

Mathematics Subject Classification ID

60G60: Random fields

60G22: Fractional processes, including fractional Brownian motion

60G17: Sample path properties

60G52: Stable stochastic processes

Related Items

Multifractional Hermite processes: definition and first properties

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some sample path properties of multifractional Brownian motion
• Real harmonizable multifractional stable process and its local properties
• Fractional elliptic, hyperbolic and parabolic random fields
• Hölder continuity of sample paths of some self-similar stable processes
• Wavelet construction of generalized multifractional processes
• Local times of multifractional Brownian sheets
• Linear fractional stable sheets: Wavelet expansion and sample path properties
• Multifractional, multistable, and other processes with Prescribed local form
• Elliptic Gaussian random processes
• Real harmonizable multifractional Lévy motions
• Tangent fields and the local structure of random fields
• Nonparametric estimation of the local Hurst function of multifractional Gaussian processes
• Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
• Linear multifractional stable motion: fine path properties
• Nonhomogeneous fractional integration and multifractional processes
• How rich is the class of multifractional Brownian motions?
• Fine regularity of Lévy processes and linear (multi)fractional stable motion
• Multifractional processes with random exponent
• Sample path properties of ergodic self-similar processes
• MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY
• Localizable Moving Average Symmetric Stable and Multistable Processes
• Ten Lectures on Wavelets
• THE LOCAL STRUCTURE OF RANDOM PROCESSES
• Stochastic properties of the linear multifractional stable motion
• PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE
• A self-similar process with nowhere bounded sample paths
• Approximation of a Random Process with Variable Smoothness
• Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity
• PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION