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A new multifractional process with random exponent - MaRDI portal

A new multifractional process with random exponent (Q3119661)

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A new multifractional process with random exponent
scientific article

    Statements

    title
    A new multifractional process with random exponent (English)
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    author
    Antoine Ayache
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    Céline Esser
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    Julien Hamonier
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    publication date
    12 March 2019
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    zbMATH Keywords
    fractional Brownian motion
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    varying Hurst parameter
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    Haar basis
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    Hölder regularity
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    Itô integral
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    Identifiers

    DOI
    10.3233/RDA-180135
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    zbMATH DE Number
    7034867
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    arXiv ID
    1803.02625
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    OpenAlex ID
    W2962950172
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    Wikidata QID
    Q129738400
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