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Path properties of a class of locally asymptotically self similar processes


 
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1. Title Title of document Path properties of a class of locally asymptotically self similar processes
 
2. Creator Author's name, affiliation, country Brahim Boufoussi; Cadi Ayyad University
 
2. Creator Author's name, affiliation, country Marco E. Dozzi; Nancy University
 
2. Creator Author's name, affiliation, country Raby Guerbaz; Cadi Ayyad University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Hausdorff dimension, level sets, local asymptotic self-similarity, local non-determinism, local times
 
3. Subject Subject classification 60H10; 60H30; 35K55
 
4. Description Abstract Various paths properties of a stochastic process are obtained under mild conditions which allow for the integrability of the characteristic function of its increments and for the dependence among them. The main assumption is closely related to the notion of local asymptotic self-similarity. New results are obtained for the class of multifractional random processes.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Program Volubilis : Action intégrée MA/06/142
 
7. Date (YYYY-MM-DD) 2008-05-09
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/505
 
10. Identifier Digital Object Identifier 10.1214/EJP.v13-505
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 13
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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