Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
DOI10.1016/J.SPA.2015.08.001zbMATH Open1329.60133OpenAlexW1155533381MaRDI QIDQ898404FDOQ898404
Authors: Antoine Ayache, Y. Xiao
Publication date: 8 December 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2015.08.001
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Hausdorff dimensionlocal times[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+condition&go=Go H��lder condition]local nondeterminismjoint continuityharmonizable fractional stable fields
Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stable stochastic processes (60G52) Local time and additive functionals (60J55) Self-similar stochastic processes (60G18)
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Cited In (6)
- Local times of linear multifractional stable sheets
- Joint continuity of the local times of linear fractional stable sheets
- Real harmonizable multifractional stable process and its local properties
- Wavelet series representation and geometric properties of harmonizable fractional stable sheets
- Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes
- Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process
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