Real harmonizable multifractional stable process and its local properties
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.
- Publication:
-
arXiv e-prints
- Pub Date:
- December 2010
- DOI:
- arXiv:
- arXiv:1012.0503
- Bibcode:
- 2010arXiv1012.0503D
- Keywords:
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- Mathematics - Probability;
- Primary: 60G52;
- 60G17. Secondary: 60G22;
- 60G18
- E-Print:
- Stochastic Processes and their Applications Volume 121, Issue 7, July 2011, Pages 1509-1523