On local path behavior of Surgailis multifractional processes

DOI10.1090/tpms/1162zbMath1495.60021MaRDI QIDQ5080402

Antoine Ayache, Florent Bouly

Publication date: 31 May 2022

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1162

zbMATH Keywords

Gaussian processes; local self-similarity; variable Hurst parameter; local and pointwise Hölder regularity

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60G17: Sample path properties

60H05: Stochastic integrals

Related Items

Multifractional Hermite processes: definition and first properties

Cites Work

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