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arXiv · 1012.0503

Real harmonizable multifractional stable process and its local properties

Marco Dozzi·Georgiy Shevchenko
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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.

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Marco Dozzi, Georgiy Shevchenko. 2011-02-17. Real harmonizable multifractional stable process and its local properties. https://doi.org/10.1016/j.spa.2011.03.012

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