Stochastic properties of the linear multifractional stable motion (Q4664084)
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scientific article; zbMATH DE number 2152510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic properties of the linear multifractional stable motion |
scientific article; zbMATH DE number 2152510 |
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Stochastic properties of the linear multifractional stable motion (English)
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5 April 2005
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linear fractional stable motion
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self-similarity
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multifractional Brownian motion
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local self-similarity
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tangent process
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heavy tail
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