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On the local time of multifractional Brownian motion - MaRDI portal

On the local time of multifractional Brownian motion (Q3426317)

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scientific article
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English
On the local time of multifractional Brownian motion
scientific article

    Statements

    title
    On the local time of multifractional Brownian motion (English)
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    author
    Brahim Boufoussi
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    Raby Guerbaz
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    Marco E. Dozzi
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    published in
    Stochastics
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    publication date
    8 March 2007
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    zbMATH Keywords
    multifractional Brownian motion
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    local nondeterminism
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    local times
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    level
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    Identifiers

    Mathematics Subject Classification ID
    60J55
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    60G17
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    60G15
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    zbMATH DE Number
    5132258
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    OpenAlex ID
    W2078416737
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