Some sample path properties of real multifractional Lévy processes

DOI10.13482/J.ISSN1001-7011.2016.03.210MaRDI QIDQ5368421zbMATH OpenFDO

Authors Jun Wang, Guangjun Shen

Publication date 20 October 2017

Full work available at URL https://doi.org/10.13482/J.ISSN1001-7011.2016.03.210

zbMATH Keywords

asymptotical behaviorfractional Brownian motionfractional Lévy processlocal self similarity

Mathematics Subject Classification ID

Sample path properties (60G17) Fractional processes, including fractional Brownian motion (60G22) Processes with independent increments; Lévy processes (60G51)

Recommendations

• Real harmonizable multifractional Lévy motions
• Path properties of multifractal Brownian motion
• Real harmonizable multifractional stable process and its local properties
• Path properties of the linear multifractional stable motion
• The multifractal nature of Lévy processes

Cited in

(6)

• Identification and properties of real harmonizable fractional Lévy motions
• Path decompositions for real Lévy processes
• On fractional Lévy processes: tempering, sample path properties and stochastic integration
• Sample path properties of fractional Riesz–Bessel field of variable order
• Series representation and simulation of multifractional Lévy motions
• Sample path generation of Lévy-driven continuous-time autoregressive moving average processes

This page was built for publication: Some sample path properties of real multifractional Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5368421)