:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Mies, Fabian, Sikkens, Duuk
Format:	Preprint
Published:	2026
Subjects:	Probability
Online Access:	https://arxiv.org/abs/2604.27682
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Persistence Probability of Fractional Brownian Motion with Random Hurst Exponent
by: Aurzada, Frank, et al.
Published: (2026)

Fractional Brownian Motion with Negative Hurst Exponent
by: Meerson, Baruch, et al.
Published: (2025)

Besov-Orlicz moduli of Brownian motion and polygonal partial sum processes
by: Mies, Fabian
Published: (2026)

Rough Hurst function estimation
by: Mies, Fabian, et al.
Published: (2025)

Rate-optimal estimation of mixed semimartingales
by: Chong, Carsten H., et al.
Published: (2022)

Limit Theorems for the Dynamical Foundation of the Fractional Brownian Motion and Related Models of Anomalous Diffusion with Random Diffusion Coefficient and Time-Dependent Random Hurst parameter
by: Bender, Christian, et al.
Published: (2024)

Pairwise Distance-Diffusion Analysis (PDDA): A Geometric Framework for Estimating Hurst Exponents in Multivariate Long-Memory Processes
by: Soriano, Diogo C., et al.
Published: (2026)

Higher-Order Multifractional Stable Motion: Definition and Fundamental Properties
by: Lechiheb, Atef
Published: (2026)

Multifractal spectrum of branching random walks on free groups
by: Lai, Shuwen, et al.
Published: (2024)

LAN Property for the Drift and Hurst Paramters in The Mixed Fractional O-U Process with Continuous Observations
by: Cai, Chunhao, et al.
Published: (2025)

Riemann-Liouville fractional Brownian motion with random Hurst exponent
by: Woszczek, Hubert, et al.
Published: (2024)

A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2
by: Song, Xiaoming, et al.
Published: (2026)

Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
by: Richard, Alexandre, et al.
Published: (2016)

Critical Exponents for Marked Random Connection Models
by: Caicedo, Alejandro, et al.
Published: (2023)

Concentration of the truncated variation of fractional Brownian motions of any Hurst index, their $1/H$-variations and local times
by: Bednorz, Witold M., et al.
Published: (2025)

A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion
by: De Vecchi, Francesco C., et al.
Published: (2020)

Geodesics and Wandering Exponents in Brochette First-Passage Percolation
by: Marivain, Maxime
Published: (2026)

Dissecting Multifractal detrended cross-correlation analysis
by: Stosic, Borko, et al.
Published: (2024)

Asymptotic expansion of a Hurst index estimator for a stochastic differential equation driven by fBm
by: Yamagishi, Hayate
Published: (2024)

Infinite Dimensional Multifractal Analysis of the Wiener measure
by: Fan, Aihua, et al.
Published: (2025)

Rough differential equations driven by TFBM with Hurst index $H\in (\frac{1}{4}, \frac{1}{3})$
by: Zhang, Lijuan, et al.
Published: (2026)

Long time Hurst regularity of fractional SDEs and their ergodic means
by: Haress, El Mehdi, et al.
Published: (2022)

Dual-Domain Exponent of Maximum Mutual Information Decoding
by: Moeini, AmirPouya, et al.
Published: (2025)

Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
by: Masoudi, Oday, et al.
Published: (2025)

Convergence to Stable Laws for Products of Random Matrices
by: Péneau, Axel
Published: (2026)

Wandering Exponents and the Free Energy of the High-Dimensional Elastic Polymer
by: Arous, Gerard Ben, et al.
Published: (2026)

Multifractal Formalism from Large Deviations
by: Makhmudov, Mirmukhsin, et al.
Published: (2024)

Class-Based Expurgation Attains Csiszár's Expurgated Source-Channel Exponent
by: Moeini, AmirPouya, et al.
Published: (2025)

Multifractality and its sources in the digital currency market
by: Drożdż, Stanisław, et al.
Published: (2025)

Multifractality of complex networks is also due to geometry. The Geometric SandBox algorithm
by: Rak, Rafal, et al.
Published: (2024)

Well-posedness and Hurst parameter estimation for fluid equations driven by fractional transport noise
by: Neamtu, Alexandra Blessing, et al.
Published: (2026)

Critical Exponents on Hyperbolic Surfaces with Long Boundaries and the Asymptotic Weil-Petersson Form
by: Talbott, Henry
Published: (2025)

Multifractal and recurrence measures from meteorological data of climate zones in India
by: Bejoy, Joshin John, et al.
Published: (2023)

Exact Exponents for Concentration and Isoperimetry in Product Polish Spaces
by: Yu, Lei
Published: (2022)

Empirical Orlicz norms
by: Mies, Fabian
Published: (2025)

Strong Gaussian approximations with random multipliers
by: Mies, Fabian
Published: (2024)

Stochastic differential equations driven by fractional Brownian motion: dependence on the Hurst parameter
by: Kwossek, Anna P., et al.
Published: (2025)

Simulation and Analysis of Multifractional Stochastic Processes with R Package Rmfrac
by: Olenko, Andriy, et al.
Published: (2026)

On Construction, Properties and Simulation of Haar-Based Multifractional Processes
by: Ayache, Antoine, et al.
Published: (2025)

Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)
by: Alazemi, Fares, et al.
Published: (2024)