Mohamed Ait Ouahra, Raby Guerbaz, Hanae Ouahhabi, Aissa Sghir Occupation time problem for multifractional Brownian motionProbability and Mathematical Statistics, 39, z. 1, 2019, Pages (99 - 113) AbstractDownload article Local time, local asymptotic self-similarity, limit theorem, fractional Brownian motion, multifractional Brownian motion, fractional derivative |
