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
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Scaling and long range dependence in option pricing ,IV : Pricing European options with transaction costs under the multifractional Black-Scholes model
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Fractal propertiesof SYM-H during quiet and active times
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Initial studies of high latitude magnetic field data during different magnetospheric conditions
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Scaling properties of high latitude magnetic field data during different magnetospheric conditions
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A weak limit theorem for generalized multifractional brownian motion
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Fractional brownian fields, duality, and martingales
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Local regularity analysis of strata heterogeneities from sonic logs
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