1 citations · 1 across the 6 of their papers we have counts for
Showing 2026Show all
2 papers · 1 filter
math.PR2026
Multifractional Stable Motion with Random Hurst Exponent
Fabian Mies, Duuk Sikkens
The fractional stable motion is a prototypical stochastic process exhibiting both heavy tails and long-range dependence, parameterized via a stability index and a Hurst exponen…
math.PR2026
Besov-Orlicz moduli of Brownian motion and polygonal partial sum processes
Fabian Mies
The sample paths of Brownian motion are known to admit the exact Besov-type smoothness exponent 1/2 when measured in the sub-Gaussian Orlicz norm. We extend these regularity result…