Incremental moments and Hölder exponents of multifractional multistable processes

DOI10.1051/ps/2011151zbMath1292.60050arXiv1001.3130OpenAlexW2115386457MaRDI QIDQ5408465

Jacques Lévy-Véhel, Ronan Le Guével

Publication date: 10 April 2014

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

Full work available at URL: https://arxiv.org/abs/1001.3130

zbMATH Keywords

pointwise Hölder regularitymultifractional processesmultistable processeslocalisable processes

Mathematics Subject Classification ID

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

Related Items (10)

Multi-fractional generalized Cauchy process and its application to teletraffic ⋮ Goodness-of-fit test for multistable Lévy processes ⋮ A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes ⋮ On two multistable extensions of stable Lévy motion and their semi-martingale representations ⋮ An estimation of the stability and the localisability functions of multistable processes ⋮ Tempered fractional multistable motion and tempered multifractional stable motion ⋮ Self-stabilizing processes ⋮ The Hausdorff dimension of the range of the Lévy multistable processes ⋮ Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes ⋮ Self-stabilizing processes based on random signs

This page was built for publication: Incremental moments and Hölder exponents of multifractional multistable processes