Linear multifractional multistable motion: LePage series representation and modulus of continuity
نویسندگان
چکیده
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 α-stable motions for which the stability index α is also allowed to vary in time. In the case of linear multifractional α-stable motions, we improve the recent result of [2]. The main idea is to consider some conditionnally sub-Gaussian LePage series representations to fit the framework of [5].
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