Behaviour of linear multifractional stable motion: membership of a critical Hölder space

DOI10.1080/17442508.2016.1276910zbMath1394.60031arXiv1608.04752OpenAlexW2964082551MaRDI QIDQ4584666

Julien Hamonier, Antoine Ayache

Publication date: 4 September 2018

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.04752

zbMATH Keywords

Hölder regularitymoduli of continuitywavelet series representationslinear multifractional stable motions

Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stable stochastic processes (60G52)

Related Items (1)

Multifractional Hermite processes: definition and first properties

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some sample path properties of multifractional Brownian motion
• Real harmonizable multifractional stable process and its local properties
• Fractional elliptic, hyperbolic and parabolic random fields
• Hölder continuity of sample paths of some self-similar stable processes
• Wavelet construction of generalized multifractional processes
• Local times of multifractional Brownian sheets
• Linear fractional stable sheets: Wavelet expansion and sample path properties
• Multifractional, multistable, and other processes with Prescribed local form
• Elliptic Gaussian random processes
• Real harmonizable multifractional Lévy motions
• Tangent fields and the local structure of random fields
• Nonparametric estimation of the local Hurst function of multifractional Gaussian processes
• Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
• Linear multifractional stable motion: fine path properties
• Nonhomogeneous fractional integration and multifractional processes
• How rich is the class of multifractional Brownian motions?
• Fine regularity of Lévy processes and linear (multi)fractional stable motion
• Multifractional processes with random exponent
• Sample path properties of ergodic self-similar processes
• MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY
• Localizable Moving Average Symmetric Stable and Multistable Processes
• Ten Lectures on Wavelets
• THE LOCAL STRUCTURE OF RANDOM PROCESSES
• Stochastic properties of the linear multifractional stable motion
• PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE
• A self-similar process with nowhere bounded sample paths
• Approximation of a Random Process with Variable Smoothness
• Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity
• PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION

This page was built for publication: Behaviour of linear multifractional stable motion: membership of a critical Hölder space