Scopus: 41 cites, Web of Science: 39 cites,
Multifractional processes with random exponent
Ayache, A.
Taqqu, M. S.

Data: 2005
Resum: 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.
Drets: Tots els drets reservats.
Llengua: Anglès.
Document: Article ; recerca ; article ; publishedVersion
Publicat a: Publicacions Matemàtiques, V. 49 n. 2 (2005) p. 459-486, ISSN 0214-1493

Adreça original:
DOI: 10.5565/PUBLMAT_49205_11

28 p, 290.7 KB

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