Local and asymptotic properties of linear fractional stable sheets

DOI10.1016/j.crma.2007.01.017zbMath1112.60038OpenAlexW2089015089MaRDI QIDQ876108

Yimin Xiao, Antoine Ayache, François Roueff

Publication date: 16 April 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2007.01.017

Mathematics Subject Classification ID

Gaussian processes (60G15) Stable stochastic processes (60G52)

Related Items (9)

Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields ⋮ Uniform modulus of continuity of random fields ⋮ Joint continuity of the local times of linear fractional stable sheets ⋮ The multifractal nature of Volterra-Lévy processes ⋮ Linear fractional stable sheets: Wavelet expansion and sample path properties ⋮ Local times of linear multifractional stable sheets ⋮ Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises ⋮ The hyperbolic wavelet transform: an efficient tool for multifractal analysis of anisotropic fields ⋮ Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times

Cites Work

• Hölder continuity of sample paths of some self-similar stable processes
• Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
• Anisotropic analysis of some Gaussian models
• Elliptic self-similar stochastic processes
• Sample path properties of ergodic self-similar processes
• Ten Lectures on Wavelets
• A self-similar process with nowhere bounded sample paths
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