Properties Of Trajectories Of A Multifractional Rosenblatt Process
Year:
2011Published in:
Theory of Probability and Mathematical StatisticsA Rosenblatt process and its multifractional counterpart are considered. For a multifractional Rosenblatt process, we investigate the local properties of its trajectories, namely the continuity and localizability. We prove the existence of square integrable local times for both processes.
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