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Real harmonizable multifractional stable process and its local properties

Author

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  • Dozzi, Marco
  • Shevchenko, Georgiy

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.

Suggested Citation

  • Dozzi, Marco & Shevchenko, Georgiy, 2011. "Real harmonizable multifractional stable process and its local properties," Stochastic Processes and their Applications, Elsevier, vol. 121(7), pages 1509-1523, July.
    • Handle: RePEc:eee:spapps:v:121:y:2011:i:7:p:1509-1523
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    References listed on IDEAS

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    1. Biermé, Hermine & Lacaux, Céline, 2009. "Hölder regularity for operator scaling stable random fields," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2222-2248, July.
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    Cited by:

    1. Mark M. Meerschaert & Farzad Sabzikar, 2016. "Tempered Fractional Stable Motion," Journal of Theoretical Probability, Springer, vol. 29(2), pages 681-706, June.

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