$Weyl and Riemann–Liouville multifractional Ornstein–Uhlenbeck processes$
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Weyl and Riemann–Liouville multifractional Ornstein–Uhlenbeck processes

This paper considers two new multifractional stochastic processes, namely the Weyl multifractional Ornstein-Uhlenbeck process and the Riemann Liouville multifractional Ornstein-Uhlenbeck process. Basic properties of these processes such as locally self-similar property and Hausdorff dimension are st...

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Bibliographic Details
Main Authors:	Lim, S C, Teo, L P
Format:	Article
Published:	IOP PUBLISHING LTD 2007
Subjects:	T Technology (General) QC Physics
Online Access:	http://shdl.mmu.edu.my/3045/

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