Self-regulating processes

DOI10.1214/EJP.V17-2010zbMath1284.60076OpenAlexW1993678048MaRDI QIDQ392693

Olivier Barrière, Jacques Lévy-Véhel, Antoine Echelard

Publication date: 15 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ejp.v17-2010

zbMATH Keywords

Weierstrass functionHölder regularitymultifractional Brownian motionselfregulating processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Lipschitz (Hölder) classes (26A16) Sample path properties (60G17)

Related Items (6)

Goodness of fit assessment for a fractal model of stock markets ⋮ Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents ⋮ Self-stabilizing processes ⋮ Self-exciting multifractional processes ⋮ A general class of multifractional processes and stock price informativeness ⋮ Statistical Estimation for a Class of Self‐Regulating Processes

This page was built for publication: Self-regulating processes