Real harmonizable multifractional stable process and its local properties

DOI10.1016/J.SPA.2011.03.012MaRDI QIDQ550163zbMATHOpenAlexFDO

Authors Marco Dozzi, G. M. Shevchenko

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

zbMATH Keywords

local timestable processlocalizabilityharmonizable processlocal non-determinismmultifractionality

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stable stochastic processes (60G52)

Abstract: A real harmonizable multifractional stable process is defined, its H"older continuity and localizability are proved. The existence of local time is shown and its regularity is established.

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Cited in

(14)

• Path properties of the linear multifractional stable motion
• Real harmonizable multifractional Lévy motions
• Approximations for a solution to stochastic heat equation with stable noise
• Wave equation with a stable noise
• Linear multifractional stable motion: fine path properties
• Locally stationary harmonizable complex improper stochastic processes
• Local properties of a multifractional stable field
• Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
• Multifractional, multistable, and other processes with Prescribed local form
• Behaviour of linear multifractional stable motion: membership of a critical Hölder space
• Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
• Wavelet analysis of a multifractional process in an arbitrary Wiener chaos
• Some sample path properties of real multifractional Lévy processes
• Tempered fractional stable motion

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