Real harmonizable multifractional stable process and its local properties

DOI10.1016/J.SPA.2011.03.012zbMATH Open1231.60039arXiv1012.0503OpenAlexW2072553104MaRDI QIDQ550163FDOQ550163

Authors: Marco Dozzi, G. M. Shevchenko 

Publication date: 8 July 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1012.0503

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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)

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Cited In (12)

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

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