Journal article

Real Harmonizable Multifractional Stable Process And Its Local Properties

Year:

2011

Published in:

Stochastic Processes and their Applications

Authors:

, , ,

Stable process

Harmonizable process

Multifractionality

Localizability

Local time

Local non-determinism

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

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