Some sample path properties of multifractional Brownian motion

Author:

Balança Paul

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference37 articles.

1. Continuous Gaussian multifractional processes with random pointwise Hölder regularity;Ayache;J. Theoret. Probab.,2013

2. The covariance structure of multifractional Brownian motion, with application to long range dependence;Ayache,2000

3. Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times;Ayache;Ann. Inst. H. Poincaré Probab. Statist.,2011

4. Multifractional processes with random exponent;Ayache;Publ. Mat.,2005

5. Fine regularity of Lévy processes and linear (multi)fractional stable motion;Balança;Electron. J. Probab.,2014

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