Real harmonizable multifractional stable process and its local properties

Details Real harmonizable multifractional stable process and its local properties Real harmonizable multifractional stable process and its local properties

2010-12-02

arxiv.org/abs/1012.0503v2

Mathematics

Probability

Scientific paper

10.1016/j.spa.2011.03.012

A real harmonizable multifractional stable process is defined, its H\"older
continuity and localizability are proved. The existence of local time is shown
and its regularity is established.

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