Tempered fractional multistable motion and tempered multifractional stable motion

DOI10.1051/ps/2018012zbMath1411.60072arXiv1610.06691OpenAlexW2963285746MaRDI QIDQ4629949

Jacques Lévy-Véhel, Xiequan Fan

Publication date: 28 March 2019

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.06691

zbMATH Keywords

sample pathslong-range dependencestable processesmultifractional processeslocalisabilitymultistable processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items (1)

Self-stabilizing processes based on random signs

Cites Work

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• Multifractional, multistable, and other processes with Prescribed local form
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• Stochastic properties of the linear multifractional stable motion
• Incremental moments and Hölder exponents of multifractional multistable processes
• PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION

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