Hölder conditions for the local times of multiscale fractional Brownian motion
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Publication:857096
DOI10.1016/j.crma.2006.09.026zbMath1106.60039OpenAlexW1993976507MaRDI QIDQ857096
Publication date: 14 December 2006
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2006.09.026
Cites Work
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- Identification of the Hurst index of a step fractional Brownian motion