Multifractional, Multistable, and Other Processes with Prescribed Local Form
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DOI: 10.1007/s10959-008-0147-9
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References listed on IDEAS
- Kenneth J. Falconer, 2002. "Tangent Fields and the Local Structure of Random Fields," Journal of Theoretical Probability, Springer, vol. 15(3), pages 731-750, July.
- Antoine Ayache & Jacques Vehel, 2000. "The Generalized Multifractional Brownian Motion," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 7-18, January.
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Cited by:
- Ronan Le Guével & Jacques Lévy Véhel & Lining Liu, 2015. "On Two Multistable Extensions of Stable Lévy Motion and Their Semi-martingale Representations," Journal of Theoretical Probability, Springer, vol. 28(3), pages 1125-1144, September.
- Olivier Le Courtois, 2018. "Some Further Results on the Tempered Multistable Approach," Post-Print hal-02312142, HAL.
- R. Guével, 2019. "The Hausdorff dimension of the range of the Lévy multistable processes," Journal of Theoretical Probability, Springer, vol. 32(2), pages 765-780, June.
- K. J. Falconer & J. Lévy Véhel, 2020. "Self-Stabilizing Processes Based on Random Signs," Journal of Theoretical Probability, Springer, vol. 33(1), pages 134-152, March.
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Keywords
Stochastic process; Localisable; Multifractional; Multistable; Stable process;All these keywords.
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