Real harmonizable multifractional stable process and its local properties

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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Year of publication:	2011
Authors:	Dozzi, Marco ; Shevchenko, Georgiy
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 121.2011, 7, p. 1509-1523
Publisher:	Elsevier
Keywords:	Stable process Harmonizable process Multifractionality Localizability Local time Local non-determinism

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009146666