27 citations · 74 across the 10 of their papers we have counts for
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math.PR2010★ 14 cited
Real harmonizable multifractional stable process and its local properties
Marco Dozzi, Georgiy Shevchenko
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 estab…
math.ST2010★ 27 cited
Local time and Tanaka formula for a Volterra-type multifractional Gaussian process
Brahim Boufoussi, Marco Dozzi, Renaud Marty
The stochastic calculus for Gaussian processes is applied to obtain a Tanaka formula for a Volterra-type multifractional Gaussian process. The existence and regularity properties o…