Continuous Gaussian multifractional processes with random pointwise Hölder regularity
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Publication:742104
DOI10.1007/s10959-012-0418-3zbMath1296.60091arXiv1109.1617MaRDI QIDQ742104
Publication date: 18 September 2014
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.1617
60G15: Gaussian processes
60G22: Fractional processes, including fractional Brownian motion
60G17: Sample path properties
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