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math.PR2020
How does tempering affect the local and global properties of fractional Brownian motion?
Ehsan Azmoodeh, Yuliya Mishura, Farzad Sabzikar
The present paper investigates the effects of tempering the power law kernel of moving average representation of a fractional Brownian motion (fBm) on some local and global propert…
math.PR2020★ 1 cited
On multivariate fractional random fields: tempering and operator-stable laws
G. Didier, S. Kanamori, F. Sabzikar
In this paper, we define a new and broad family of vector-valued random fields called tempered operator fractional operator-stable random fields (TRF, for short). TRF is typically…