A multifractional stable motion with random time-dependent Hurst exponent is defined such that its local Hölder exponent equals the pointwise Hurst values, unlike prior multifractional constructions requiring additional regularity.
(2014).Classical Fourier Analysis
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Multifractional Stable Motion with Random Hurst Exponent
A multifractional stable motion with random time-dependent Hurst exponent is defined such that its local Hölder exponent equals the pointwise Hurst values, unlike prior multifractional constructions requiring additional regularity.