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PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION - MaRDI portal

PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION (Q5497011)

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scientific article; zbMATH DE number 6393184
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PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION
scientific article; zbMATH DE number 6393184

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    PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION (English)
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    30 January 2015
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    path continuity
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    Hölder regularity
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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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    heavy tails
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