| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156826 | Stochastic Processes and their Applications | 2011 | 15 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Marco Dozzi, Georgiy Shevchenko,