Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times

From MaRDI portal
Publication:898404


DOI10.1016/j.spa.2015.08.001zbMath1329.60133MaRDI QIDQ898404

Yimin Xiao, Antoine Ayache

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


60G60: Random fields

60G22: Fractional processes, including fractional Brownian motion

60G17: Sample path properties

60G18: Self-similar stochastic processes

60G52: Stable stochastic processes

60J55: Local time and additive functionals


Related Items



Cites Work