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
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
Journal title :
Stochastic Processes and their Applications
