Series representation and simulation of multifractional Lévy motions

Advances in Applied Probability

Volumn 36, Issue 1, 2004, Pages 171-197

  Lacaux, Céline ^a,b  

^a UNIVERSITÉ PAUL SABATIER   (France)

^b INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

Functional central limit theorem; Generalized shot noise series; Infinitely divisible distribution; Multifractional Brownian motion; Simulation

Indexed keywords

FUNCTIONAL CENTRAL LIMIT THEOREM; GENERALIZED SHOT-NOISE SERIES; INFINITELY DIVISIBLE DISTRIBUTION; MULTIFRACTIONAL BROWNIAN MOTION;

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; COMPUTER SIMULATION; CONTROL SYSTEMS; FINITE ELEMENT METHOD; INTEGRATION; PROBABILITY DISTRIBUTIONS; SET THEORY; THEOREM PROVING;

BROWNIAN MOVEMENT;

EID: 1842457603     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1077134469     Document Type: Article

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