Weak Convergence to the Tangent Process of the Linear Multifractional Stable Motion
| Data(s) |
26/01/2014
26/01/2014
2005
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| Resumo |
2000 Mathematics Subject Classification: 60G18, 60E07 We also show that one can have degenerate tangent processes Z(t), when the function H(t) is not sufficiently regular. The LMSM process is closely related to the Gaussian multifractional Brownian motion (MBM) process. We establish similar weak convergence results for the MBM. This research was partially supported by the NSF Grant DMS-0102410 at Boston University. |
| Identificador |
Pliska Studia Mathematica Bulgarica, Vol. 17, No 1, (2005), 271p-294p 0204-9805 |
| Idioma(s) |
en |
| Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
| Palavras-Chave | #path continuity #Hölder regularity #linear fractional stable motion #self-similarity #multifractional Brownian motion #local self-similarity #heavy tails |
| Tipo |
Article |
