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On local path behavior of Surgailis multifractional processes - MaRDI portal

On local path behavior of Surgailis multifractional processes (Q5080402)

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scientific article; zbMATH DE number 7534477
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English
On local path behavior of Surgailis multifractional processes
scientific article; zbMATH DE number 7534477

    Statements

    title
    On local path behavior of Surgailis multifractional processes (English)
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    author
    Antoine Ayache
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    Florent Bouly
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    publication date
    31 May 2022
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    zbMATH Keywords
    Gaussian processes
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    variable Hurst parameter
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    local and pointwise Hölder regularity
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    local self-similarity
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    Identifiers

    DOI
    10.1090/tpms/1162
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    Mathematics Subject Classification ID
    60G22
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    60G17
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    60H05
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    zbMATH DE Number
    7534477
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    OpenAlex ID
    W4281296897
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