14 citations · 14 across the 1 of their papers we have counts for
1 paper
Dennis Loboda, Fabian Mies, Ansgar Steland
A recently proposed alternative to multifractional Brownian motion (mBm) with random Hurst exponent is studied, which we refer to as Itô-mBm. It is shown that Itô-mBm is locally se…