نتایج جستجو برای: average processes

تعداد نتایج: 887356  

Journal: :Transactions of the Society of Instrument and Control Engineers 1974

Journal: :Stochastic Processes and their Applications 2021

A recently proposed alternative to multifractional Brownian motion (mBm) with random Hurst exponent is studied, which we refer as It\^o-mBm. It shown that It\^o-mBm locally self-similar. In contrast mBm, its pathwise regularity almost unaffected by the roughness of functional parameter. The properties are established via a new polynomial moment condition similar Kolmogorov-Chentsov theorem, all...

Journal: :Journal of Mathematical Analysis and Applications 1993

Journal: :Journal of Applied Mathematics and Stochastic Analysis 1996

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