On the Fourier coefficients of linear fractional stable motion

DOI10.1007/s10986-011-9135-3zbMath1287.60063OpenAlexW2064546577MaRDI QIDQ392779

Martynas Manstavičius

Publication date: 15 January 2014

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-011-9135-3

zbMATH Keywords

Fourier coefficients\(p\)-variation indexlinear fractional stable motionRiemann-Liouville process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Cites Work

• Stable measures and seminorms
• Differentiability of six operators on nonsmooth functions and \(p\)-variation. With the collaboration of Jinghua Qian
• Sample path properties of ergodic self-similar processes
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