Multifractional Hermite processes: definition and first properties

DOI10.1016/j.spa.2023.09.003zbMath1523.60064arXiv2303.04680OpenAlexW4386579289WikidataQ125475222 ScholiaQ125475222MaRDI QIDQ6056578

Laurent Loosveldt

Publication date: 30 October 2023

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

Full work available at URL: https://arxiv.org/abs/2303.04680

zbMATH Keywords

Malliavin calculusmodulus of continuityfractal dimensionsHermite processesmultifractional processeslocal asymptotic self-similarity

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18)

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