Series representation and simulation of multifractional lévy motions

Authors
Lacaux, Celine
Citation
Lacaux, Celine, Series representation and simulation of multifractional lévy motions, Advances in applied probability , 36(1), 2004, pp. 171-197
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
36
Issue
1
Year of publication
2004
Pages
171 - 197
Database
ACNP
SICI code