Multifractional processes with random exponent.

Ayache, Antoine, and Taqqu, Murad S.. "Multifractional processes with random exponent.." Publicacions Matemàtiques 49.2 (2005): 459-486. <http://eudml.org/doc/41569>.

@article{Ayache2005,
abstract = {Multifractional Processes with Random Exponent (MPRE) are obtained by replacing the Hurst parameter of Fractional Brownian Motion (FBM) with a stochastic process. This process need not be independent of the white noise generating the FBM. MPREs can be conveniently represented as random wavelet series. We will use this type of representation to study their Hölder regularity and their self-similarity.},
author = {Ayache, Antoine, Taqqu, Murad S.},
journal = {Publicacions Matemàtiques},
keywords = {Procesos estocásticos; Movimiento browniano; Campos aleatorios; Ondículas; Regularidad; Fractional Brownian Motion; Wiener integral; wavelet decomposition; Hölder regularity; self-similarity},
language = {eng},
number = {2},
pages = {459-486},
title = {Multifractional processes with random exponent.},
url = {http://eudml.org/doc/41569},
volume = {49},
year = {2005},
}

TY - JOUR
AU - Ayache, Antoine
AU - Taqqu, Murad S.
TI - Multifractional processes with random exponent.
JO - Publicacions Matemàtiques
PY - 2005
VL - 49
IS - 2
SP - 459
EP - 486
AB - Multifractional Processes with Random Exponent (MPRE) are obtained by replacing the Hurst parameter of Fractional Brownian Motion (FBM) with a stochastic process. This process need not be independent of the white noise generating the FBM. MPREs can be conveniently represented as random wavelet series. We will use this type of representation to study their Hölder regularity and their self-similarity.
LA - eng
KW - Procesos estocásticos; Movimiento browniano; Campos aleatorios; Ondículas; Regularidad; Fractional Brownian Motion; Wiener integral; wavelet decomposition; Hölder regularity; self-similarity
UR - http://eudml.org/doc/41569
ER -