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Series representation and simulation of multifractional Lévy motions - MaRDI portal

Series representation and simulation of multifractional Lévy motions (Q4464171)

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scientific article; zbMATH DE number 2067392
Language Label Description Also known as
English
Series representation and simulation of multifractional Lévy motions
scientific article; zbMATH DE number 2067392

    Statements

    title
    Series representation and simulation of multifractional Lévy motions (English)
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    author
    Céline Lacaux
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    publication date
    27 May 2004
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    zbMATH Keywords
    multifractional Lévy motions
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    generalized shot-noise series
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    functional central limit theorem
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    multifractional Brownian motion
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    simulation
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    Identifiers

    Mathematics Subject Classification ID
    60E07
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    65C99
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    60F05
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    60F17
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    60G12
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    zbMATH DE Number
    2067392
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    OpenAlex ID
    W2023328602
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