Real harmonizable multifractional stable process and its local properties
arXiv:1012.0503 · doi:10.1016/j.spa.2011.03.012
Abstract
A real harmonizable multifractional stable process is defined, its Hölder continuity and localizability are proved. The existence of local time is shown and its regularity is established.
References in corpus (1)
Cited by in corpus (4)
- Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
- Fine regularity of Lévy processes and linear (multi)fractional stable motion
- Approximations for a solution to stochastic heat equation with stable noise
- Uniformly and strongly consistent estimation for the Hurst function of a Linear Multifractional Stable Motion