The generalized multifractional field: A nice tool for the study of the generalized multifractional Brownian motion

DOI10.1007/s00041-002-0028-zzbMath1031.60026OpenAlexW1973964999MaRDI QIDQ1565956

Antoine Ayache

Publication date: 13 October 2003

Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00041-002-0028-z

zbMATH Keywords

fractional Brownian motionGaussian processeswavelet decomposition

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items (12)

Stochastic Volatility and Multifractional Brownian Motion ⋮ Multifractional Hermite processes: definition and first properties ⋮ Sample path properties of fractional Riesz–Bessel field of variable order ⋮ Nonhomogeneous fractional integration and multifractional processes ⋮ On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion ⋮ A weak limit theorem for generalized multifractional Brownian motion ⋮ Diffusion on multifractals ⋮ Continuous Gaussian multifractional processes with random pointwise Hölder regularity ⋮ Multifractional Markov Processes in Heterogeneous Domains ⋮ Multifractional, multistable, and other processes with Prescribed local form ⋮ Local properties of a multifractional stable field ⋮ Statistical Estimation for a Class of Self‐Regulating Processes

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