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dc.contributor.authorStoev, Stilianen_US
dc.contributor.authorTaqqu, Murad S.en_US
dc.date.accessioned2018-10-10T14:53:51Z
dc.date.available2018-10-10T14:53:51Z
dc.date.issued2005
dc.identifierhttp://sci-gems.math.bas.bg:8080/jspui/handle/10525/2289
dc.identifier.citationStilian Stoev, Murad S Taqqu. 2005. "Weak Convergence to the Tangent Process of the Linear Multifractional Stable Motion." Pliska Studia Mathematica Bulgarica, 2005, v. 17, pp. 271 - 294.
dc.identifier.issn0204-9805
dc.identifier.urihttps://hdl.handle.net/2144/31462
dc.description.abstractWe also show that one can have degenerate tangent processes Z(t), when the function H(t) is not sufficiently regular. The LMSM process is closely related to the Gaussian multifractional Brownian motion (MBM) process. We establish similar weak convergence results for the MBM.en_US
dc.format.extentp. 271-294en_US
dc.languageEnglish
dc.relation.ispartofPliska Studia Mathematica Bulgarica
dc.rightsAttribution-NoDerivatives 4.0 Internationalen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nd/4.0/
dc.subjectPath continuityen_US
dc.subjectHolder regularityen_US
dc.subjectLinear fractional stable motionen_US
dc.subjectSelf-similarityen_US
dc.subjectMultifractional Brownian motionen_US
dc.subjectLocal self-similarityen_US
dc.subjectHeavy tailsen_US
dc.titleWeak convergence to the tangent process of the linear multifractional stable motionen_US
dc.typeArticleen_US
pubs.elements-sourcemanual-entryen_US
pubs.notesEmbargo: No embargoen_US
pubs.notesCC-BY-ND http://hdl.handle.net/10525/2289en_US
pubs.organisational-groupBoston Universityen_US
pubs.organisational-groupBoston University, College of Arts & Sciencesen_US
pubs.organisational-groupBoston University, College of Arts & Sciences, Department of Mathematics & Statisticsen_US
pubs.publication-statusPublisheden_US


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Except where otherwise noted, this item's license is described as Attribution-NoDerivatives 4.0 International