Journal article

Local Properties Of A Multifractional Stable Field

Year:

2013

Published in:

Theory of Probability and Mathematical Statistics

Authors:

Stable process

harmonizable process

multifractionality

local time

local non-determinism

An anisotropic harmonizable multifractional stable field is defined. Its continuity is proved. Existence and square integrability of local time are established. It is proved that the local time is jointly continuous in the Gaussian case.

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