Indicator fractional stable motions

DOI10.1214/ECP.v16-1611zbMath1231.60041arXiv1010.3136OpenAlexW1973322773MaRDI QIDQ638260

Paul H. Jung

Publication date: 9 September 2011

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

Full work available at URL: https://arxiv.org/abs/1010.3136

zbMATH Keywords

random walksfractional Brownian motionsrandom scenerystable processself-similar processalternating scenerylocal time fractional stable motionrandom reward schemasymmetric \(\alpha\)-stable motions

Mathematics Subject Classification ID

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

Related Items (2)

Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes ⋮ Random-time isotropic fractional stable fields

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