Stochastic properties of the linear multifractional stable motion

DOI10.1239/aap/1103662959zbMath1068.60057MaRDI QIDQ4664084

Murad S. Taqqu, Stilian A. Stoev

Publication date: 5 April 2005

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1103662959

zbMATH Keywords

self-similarity; multifractional Brownian motion; heavy tail; local self-similarity; linear fractional stable motion; tangent process

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60K99: Special processes

60G17: Sample path properties

60G18: Self-similar stochastic processes

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