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Real harmonizable multifractional stable process and its local properties
Stable process harmonizable process multifractionality
2011/1/17
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.
In this paper we investigate the probabdity that or-stable
LCvy process stays in convex body up to time t. This can be optimally
estimated from below by the same probability but of the rotationally
...