Multifractional Brownian motion - bibliography
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- Pointwise Hölder exponents of a model for skin laser Doppler flowmetry signals based on six nonlinear coupled oscillators with linear and parametric couplings: Comparison with experimental data from young healthy subjects
- Scaling and long range dependence in option pricing ,IV : Pricing European options with transaction costs under the multifractional Black-Scholes model
- Fractal propertiesof SYM-H during quiet and active times
- Initial studies of high latitude magnetic field data during different magnetospheric conditions
- Scaling properties of high latitude magnetic field data during different magnetospheric conditions
- A weak limit theorem for generalized multifractional brownian motion
- Fractional brownian fields, duality, and martingales
- Local regularity analysis of strata heterogeneities from sonic logs
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