Journal article

Real Harmonizable Multifractional Stable Process And Its Local Properties

Year:

2011

Published in:

Stochastic Processes and their Applications

Authors:

, , ,

Stable process

Harmonizable process

Multifractionality

Localizability

Local time

Local non-determinism

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.

Go to Source

Other publications by

80 publications found

2017

Journal article

Wave Equation With A Coloured Stable Noise

Publisher: Random Operators and Stochastic Equations

Authors: Georgiy Shevchenko, Larysa Pryhara

2014

Book Chapter

On The Distribution Of Integral Functionals Of A Homogeneous Diffusion Process

Publisher: Bocconi & Springer Series

Authors: Georgiy Shevchenko, M. Perestyuk, Yulia Mishura

2013

Journal article

Malliavin Regularity Of Solutions To Mixed Stochastic Differential Equations

Publisher: Statistics & Probability Letters

Authors: Georgiy Shevchenko, Taras Shalaiko

2015

Journal article

Convergence Of Solutions Of Mixed Stochastic Delay Differential Equations With Applications

Publisher: Applied Mathematics and Computation

Authors: Georgiy Shevchenko, Yulia Mishura, Taras Shalaiko

2022

Journal article

The Harmonic Mean Formula For Random Processes

Publisher: Stochastic Analysis and Applications

Authors: Georgiy Shevchenko, Enkelejd Hashorva, Krzysztof Bisewski

2016

Journal article

Approximations For A Solution To Stochastic Heat Equation With Stable Noise

Publisher: Modern Stochastics: Theory and Applications

Authors: Georgiy Shevchenko, Larysa Pryhara

2014

Working paper

Fractional Brownian Motion In A Nutshell

Publisher: arxiv

Authors: Georgiy Shevchenko

2022

Journal article

Tail Measures And Regular Variation

Publisher: Electronic Journal of Probability

Authors: Georgiy Shevchenko, Martin Bladt, Enkelejd Hashorva

2020

Journal article

Limit Theorems For Additive Functionals Of Continuous Time Random Walks

Publisher: Proceedings of the Royal Society of Edinburgh: Section A Mathematics

Authors: Georgiy Shevchenko, Yuri M. Zhukov, Yulia Mishura

2014

Book

Modern Stochastics And Applications

Publisher: Springer Cham

Authors: Georgiy Shevchenko, Volodymyr Korolyuk, Nikolaos Limnios, Yulia Mishura, Lyudmyla Sakhno