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arxiv: 1012.0503 · v2 · pith:NX5TJWHHnew · submitted 2010-12-02 · 🧮 math.PR

Real harmonizable multifractional stable process and its local properties

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keywords harmonizablelocalmultifractionalprocessrealstablecontinuitydefined
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A real harmonizable multifractional stable process is defined, its H\"older continuity and localizability are proved. The existence of local time is shown and its regularity is established.

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