Path properties of locally asymptotically self similar processes
Résumé
Various paths properties of a stochastic process are obtained under mild conditions which allow for the integrability of the characteristic function of its increments and for the dependence among them. The main assumption is closely related to the notion of local asymptotic self-similarity. New results are obtained for the class of multifractional random processes.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
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