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math.PR2016
Behaviour of linear multifractional stable motion: membership of a critical Hölder space
Antoine Ayache, Julien Hamonier
The study of path behaviour of stochastic processes is a classical topic in probability theory and related areas. In this frame, a natural question one can address is: whether or n…
math.PR2014
Linear Multifractional Stable Motion: representation via Haar basis
Julien Hamonier
The aim of this paper is to give a wavelet series representation of Linear Multifractional Stable Motion (LMSM in brief), which is more explicit than that introduced in (Ayache & H…