Multifractional, multistable, and other processes with prescribed local form

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dc.creatorFalconer, K. J.
dc.creatorVehel, J. Levy
dc.date2008-02-05
dc.date.accessioned2026-07-07T09:18:51Z
dc.date.available2026-07-07T09:18:51Z
dc.descriptionWe present a general method for constructing stochastic processes with prescribed local form. Such processes include variable amplitude multifractional Brownian motion, multifractional $α$-stable processes, and multistable processes, that is processes that are locally $α(t)$-stable but where the stability index $α(t)$ varies with $t$. In particular we construct multifractional multistable processes where both the local self-similarity and stability indices vary.
dc.description32 pages
dc.identifierhttps://arxiv.org/abs/0802.0645
dc.identifierhttp://arxiv.org/abs/0802.0645
dc.identifierdoi:10.1007/s10959-008-0147-9
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/154177
dc.subjectProbability
dc.subject60G18
dc.titleMultifractional, multistable, and other processes with prescribed local form
dc.typetext

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