How rich is the class of multifractional Brownian motions?

DOI10.1016/j.spa.2005.09.007zbMath1094.60024OpenAlexW2018124903MaRDI QIDQ2490056

Stilian A. Stoev, Murad S. Taqqu

Publication date: 28 April 2006

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2005.09.007

zbMATH Keywords

fractional Brownian motionself-similaritycorrelation structurelocal self-similarity

Mathematics Subject Classification ID

Gaussian processes (60G15) Special processes (60K99) Self-similar stochastic processes (60G18)

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Cites Work

• Elliptic Gaussian random processes
• Integration questions related to fractional Brownian motion
• Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
• Ten Lectures on Wavelets
• Stochastic properties of the linear multifractional stable motion
• PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION
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