visitante ::
identificación
|
|||||||||||||||
Buscar | Enviar | Ayuda | Servicio de Bibliotecas | Sobre el DDD | Català English Español |
Página principal > Artículos > Artículos publicados > Multifractional processes with random exponent |
Fecha: | 2005 |
Resumen: | Multifractional Processes with Random Exponent (MPRE) are obtained by replacing the Hurst parameter of Fractional Brownian Motion (FBM) with a stochastic process. This process need not be independent of the white noise generating the FBM. MPREs can be conveniently represented as random wavelet series. We will use this type of representation to study their Hölder regularity and their self-similarity. |
Derechos: | Tots els drets reservats. |
Lengua: | Anglès |
Documento: | Article ; recerca ; Versió publicada |
Publicado en: | Publicacions matemàtiques, V. 49 n. 2 (2005) p. 459-486, ISSN 2014-4350 |
28 p, 290.7 KB |