most citedMultifractional, multistable, and other processes with prescribed local form

30 citations · 30 across the 1 of their papers we have counts for

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1 paper

math.PR2008★ 30 cited

Multifractional, multistable, and other processes with prescribed local form

K. J. Falconer, J. Levy Vehel

We present a general method for constructing stochastic processes with prescribed local form. Such processes include variable amplitude multifractional Brownian motion, multifracti…