Stochastic properties of the linear multifractional stable motion

By Stilian A. Stoev, Murad S. Taqqu. Advances in Applied Probability, 2004

62 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/e1c285483712e6bf2af750628877d1b16582c61c

How researchers see this paper

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In Economics and Econometrics

1. Jacques Lévy Véhel
2. Kenneth J. Falconer

In Finance

1. Jacques Lévy Véhel
2. Kenneth J. Falconer

In Mathematical Physics

1. Jacques Lévy Véhel
2. Kenneth J. Falconer

Citations in the corpus

• Multifractional, Multistable, and Other Processes with Prescribed Local Form (2008, methodology): “Generalising this, mulitfractional α-stable processes have been constructed with local form h(u)-self-similar linear α-stable motions [19, 20].”