Year: 2013
Type: preprint
Abstract: We consider multifractional process given by double Ito--Wiener integrals, which generalize the multifractional Rosenblatt process. We prove that this process is continuous and has a square integrable local time.
Source: arXiv (Cornell University)
Author: Shevchenko, Georgiy
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1543423141