2 papers
stat.CO2026
Simulation and Analysis of Multifractional Stochastic Processes with R Package Rmfrac
Andriy Olenko, Nemini Samarakoon
Brownian motion and fractional Brownian motion have been widely applied in statistical modeling in finance, telecommunication, network traffic, neuroscience, physics, and other fie…
math.PR2025
On Construction, Properties and Simulation of Haar-Based Multifractional Processes
Antoine Ayache, Andriy Olenko, Nemini Samarakoon
Multifractional processes extend the concept of fractional Brownian motion by replacing the constant Hurst parameter with a time-varying Hurst function. This extension allows for m…