Linear multifractional multistable motion: LePage series representation and modulus of continuity
Abstract
In this paper, we obtain an upper bound of the modulus of continuity of linear multifractional multistable random motions. Such processes are generalizations of linear multifractional alpha-stable motions for which the stability index alpha is also allowed to vary in time.
Domains
Probability [math.PR]
Origin : Files produced by the author(s)
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