Real harmonizable multifractional stable process and its local properties

Marco Dozzi and Georgiy Shevchenko

Stochastic Processes and their Applications, 2011, vol. 121, issue 7, 1509-1523

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.

Keywords: Stable; process; Harmonizable; process; Multifractionality; Localizability; Local; time; Local; non-determinism (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (1)

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