Title of article
Real harmonizable multifractional stable process and its local properties
Author/Authors
Dozzi، نويسنده , , Marco and Shevchenko، نويسنده , , Georgiy، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
15
From page
1509
To page
1523
Abstract
A real harmonizable multifractional stable process is defined, its Hِlder continuity and localizability are proved. The existence of local time is shown and its regularity is established.
Keywords
Harmonizable process , Local time , localizability , Stable process , Multifractionality , Local non-determinism
Journal title
Stochastic Processes and their Applications
Serial Year
2011
Journal title
Stochastic Processes and their Applications
Record number
1578419
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