Some sample path properties of multifractional Brownian motion
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DOI: 10.1016/j.spa.2015.05.008
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- Herbin, Erick & Lévy-Véhel, Jacques, 2009. "Stochastic 2-microlocal analysis," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2277-2311, July.
- Stoev, Stilian A. & Taqqu, Murad S., 2006. "How rich is the class of multifractional Brownian motions?," Stochastic Processes and their Applications, Elsevier, vol. 116(2), pages 200-221, February.
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Keywords
2-microlocal analysis; Box dimension; Hausdorff dimension; Hölder regularity; Multifractional Brownian motion;All these keywords.
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