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Herbin, Erick; Xiao, Yimin Sample paths properties of the set-indexed fractional Brownian motion. (English) Zbl 07215911 Aldroubi, Akram (ed.) et al., New trends in applied harmonic analysis. Volume 2. Harmonic analysis, geometric measure theory, and applications. Collected papers based on courses given at the 2017 CIMPA school, Buenos Aires, Argentina, July 31 – August 11, 2017. Cham: Birkhäuser (ISBN 978-3-030-32352-3/hbk; 978-3-030-32353-0/ebook). Applied and Numerical Harmonic Analysis, 293-316 (2019). MSC: 60G22 60G60 60G15 60G17 60G18 28A80 PDF BibTeX XML Cite \textit{E. Herbin} and \textit{Y. Xiao}, in: New trends in applied harmonic analysis. Volume 2. Harmonic analysis, geometric measure theory, and applications. Collected papers based on courses given at the 2017 CIMPA school, Buenos Aires, Argentina, July 31 -- August 11, 2017. Cham: Birkhäuser. 293--316 (2019; Zbl 07215911) Full Text: DOI
Herbin, Erick; Arras, Benjamin; Barruel, Geoffroy From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields. (English) Zbl 1312.60065 ESAIM, Probab. Stat. 18, 418-440 (2014). MSC: 60G60 60G15 60G17 60G10 60G22 28A78 PDF BibTeX XML Cite \textit{E. Herbin} et al., ESAIM, Probab. Stat. 18, 418--440 (2014; Zbl 1312.60065) Full Text: DOI arXiv
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Cohen, Serge Locally self-similar fields. (English) Zbl 1227.60047 Abry, Patrice (ed.) et al., Scaling, fractals and wavelets. London: ISTE; Hoboken, NJ: John Wiley & Sons (ISBN 978-1-84821-072-1/hbk; 978-0-470-61156-2/ebook). Digital Signal and Image Processing Series, 205-236 (2009). Reviewer: Rudolf Gorenflo (Berlin) MSC: 60G18 60G10 60G15 60G22 46E22 60G60 PDF BibTeX XML Cite \textit{S. Cohen}, in: Scaling, fractals and wavelets. London: ISTE; Hoboken, NJ: John Wiley \& Sons. 205--236 (2009; Zbl 1227.60047)
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Bianchi, Sergio Pathwise identification of the memory function of multifractional Brownian motion with application to finance. (English) Zbl 1100.91037 Int. J. Theor. Appl. Finance 8, No. 2, 255-281 (2005). MSC: 91G80 60G22 60J65 91B84 PDF BibTeX XML Cite \textit{S. Bianchi}, Int. J. Theor. Appl. Finance 8, No. 2, 255--281 (2005; Zbl 1100.91037) Full Text: DOI
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