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Some properties of a multifractional Brownian motion - MaRDI portal

Some properties of a multifractional Brownian motion (Q2373656)

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Some properties of a multifractional Brownian motion
scientific article

    Statements

    title
    Some properties of a multifractional Brownian motion (English)
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    author
    Jing Zheng
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    Zheng Yan Lin
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    publication date
    16 July 2007
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    zbMATH Keywords
    Hausdorff dimension
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    local nondeterminism
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    lever set
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    local time
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    multifractional Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60J55
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    60G12
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    zbMATH DE Number
    5171288
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    OpenAlex ID
    W2029039888
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