The generalized multifractional Brownian motion
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Publication:5933664
DOI10.1023/A:1009901714819zbMath0979.60023OpenAlexW1505006100MaRDI QIDQ5933664
Jacques Lévy-Véhel, Antoine Ayache
Publication date: 14 August 2001
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009901714819
fractional Brownian motionGaussian processesHölder regularitylocal Hölder exponentmultifractional Brownian motionpointwise Hölder exponent
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