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Continuous Gaussian Multifractional Processes with Random Pointwise Hölder Regularity · Study

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ArticleContinuous Gaussian Multifractional Processes with Random Pointwise Hölder Regularity

Antoine Ayache2012

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Articlegreen2012

Continuous Gaussian Multifractional Processes with Random Pointwise Hölder Regularity

20 citations·0/0 files stored·Journal of Theoretical Probability

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Stochastic processes and financial applications Stochastic processes and statistical mechanics Fractional Differential Equations Solutions

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References

2009Selfsimilar Processes 2005How rich is the class of multifractional Brownian motions?2006From $N$ Parameter Fractional Brownian Motions to $N$ Parameter Multifractional Brownian Motions 2008Stochastic 2-microlocal analysis

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2020Fractal analysis of market (in)efficiency during the COVID-19 2014Multifractional processes in finance 2015Some sample path properties of multifractional Brownian motion

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Year2012

Typearticle

Published2012-05-08

VenueJournal of Theoretical Probability

ISSN-L0894-9840

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s10959-012-0418-3

openalex_workW2063255801

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