Real harmonizable multifractional stable process and its local properties
Probability
2012-06-28 v2
Abstract
A real harmonizable multifractional stable process is defined, its H\"older continuity and localizability are proved. The existence of local time is shown and its regularity is established.
Cite
@article{arxiv.1012.0503,
title = {Real harmonizable multifractional stable process and its local properties},
author = {Marco Dozzi and Georgiy Shevchenko},
journal= {arXiv preprint arXiv:1012.0503},
year = {2012}
}