Properties of trajectories of a multifractional Rosenblatt process
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Publication:2890730
DOI10.1090/S0094-9000-2012-00849-1zbMath1248.60045MaRDI QIDQ2890730
Publication date: 11 June 2012
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Convergence of probability measures (60B10) Local time and additive functionals (60J55)
Related Items (3)
Universality for persistence exponents of local times of self-similar processes with stationary increments ⋮ Multifractional Hermite processes: definition and first properties ⋮ Fractal dimensions of the Rosenblatt process
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