Stochastic 2-microlocal analysis
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Cited by:
- Biermé, Hermine & Lacaux, Céline & Scheffler, Hans-Peter, 2011. "Multi-operator scaling random fields," Stochastic Processes and their Applications, Elsevier, vol. 121(11), pages 2642-2677, November.
- Alexandre Richard, 2017. "Some Singular Sample Path Properties of a Multiparameter Fractional Brownian Motion," Journal of Theoretical Probability, Springer, vol. 30(4), pages 1285-1309, December.
- Richard, Alexandre, 2015. "A fractional Brownian field indexed by L2 and a varying Hurst parameter," Stochastic Processes and their Applications, Elsevier, vol. 125(4), pages 1394-1425.
- Balança, Paul, 2015. "Some sample path properties of multifractional Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 125(10), pages 3823-3850.
- Hannebicque, Brice & Herbin, Érick, 2022. "Regularity of an abstract Wiener integral," Stochastic Processes and their Applications, Elsevier, vol. 154(C), pages 154-196.
- Neuman, Eyal, 2014. "The multifractal nature of Volterra–Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 124(9), pages 3121-3145.
- Peng, Qidi & Zhao, Ran, 2018. "A general class of multifractional processes and stock price informativeness," Chaos, Solitons & Fractals, Elsevier, vol. 115(C), pages 248-267.
- Antoine Ayache, 2013. "Continuous Gaussian Multifractional Processes with Random Pointwise Hölder Regularity," Journal of Theoretical Probability, Springer, vol. 26(1), pages 72-93, March.
- Balança, Paul & Herbin, Erick, 2012. "2-microlocal analysis of martingales and stochastic integrals," Stochastic Processes and their Applications, Elsevier, vol. 122(6), pages 2346-2382.
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Keywords
2-microlocal analysis (Multi)fractional Brownian motion Gaussian processes Holder regularity Multi-parameter processes;Statistics
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