Title of article :
Some properties of a multifractional Brownian motion
Author/Authors :
Zhengyan Lin، نويسنده , , Jing Zheng، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2007
Keywords :
Multifractional Brownian motion , Lever set , Local nondeterminism , Hausdorff dimension , local time
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters