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20122025
most citedA General Class of Multifractional Processes and Stock Price Informativeness

10 citations · 16 across the 21 of their papers we have counts for

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math.PR2022

Fractional Brownian Motion: Local Modulus of Continuity with Refined Almost Sure Upper Bound and First Exit Time from One-sided Barrier

Qidi Peng, Nan Rao

Based on an optimal rate wavelet series representation, we derive a local modulus of continuity result with a refined almost sure upper bound for fractional Brownian motion. \slopp…