Multifractional Brownian Motion : Definition and Preliminary Results

ISSN 0249-6399

a p p o r t

d e r e c h e r c h e

INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE

Multifractional Brownian motion:

definition and preliminary results

Romain Franc¸ois PELTIER, Jacques LEVY VEHEL

N˚ 2645

Aoˆut 1995

PROGRAMME 5

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