On the local time of multifractional Brownian motion

Author: Boufoussi B.   Dozzi M.   Guerbaz R.  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.78, Iss.1, 2006-02, pp. : 33-49

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Abstract