Real harmonizable multifractional stable process and its local properties
From MaRDI portal
Publication:550163
DOI10.1016/j.spa.2011.03.012zbMath1231.60039arXiv1012.0503MaRDI QIDQ550163
Georgiy M. Shevchenko, Marco E. Dozzi
Publication date: 8 July 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.0503
local time; stable process; localizability; harmonizable process; local non-determinism; multifractionality
60G22: Fractional processes, including fractional Brownian motion
60G17: Sample path properties
60G52: Stable stochastic processes
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