| Título: | Path properties of a class of locally asymptotically self similar processes |
| Autores: |
Boufoussi, Brahim; Cadi Ayyad University Dozzi, Marco E.; Nancy University Guerbaz, Raby; Cadi Ayyad University |
| Fecha: | 2008-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Hausdorff dimension, level sets, local asymptotic self-similarity, local non-determinism, local times 60H10; 60H30; 35K55 |
| Descripción: | 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. |
| Idioma: | No aplica |
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