Multifractional Stable Motion with Random Hurst Exponent


Preprint


Fabian Mies, Duuk Sikkens
arXiv, 2604.27682, 2026


pdf arXiv
Cite

Cite

APA   Click to copy
Mies, F., & Sikkens, D. (2026). Multifractional Stable Motion with Random Hurst Exponent. ArXiv, 2604.27682. https://doi.org/10.48550/arXiv.2604.27682


Chicago/Turabian   Click to copy
Mies, Fabian, and Duuk Sikkens. “Multifractional Stable Motion with Random Hurst Exponent.” arXiv 2604.27682 (2026).


MLA   Click to copy
Mies, Fabian, and Duuk Sikkens. “Multifractional Stable Motion with Random Hurst Exponent.” ArXiv, vol. 2604.27682, 2026, doi:10.48550/arXiv.2604.27682.


BibTeX   Click to copy

@article{fabian2026a,
  title = {Multifractional Stable Motion with Random Hurst Exponent},
  year = {2026},
  journal = {arXiv},
  volume = {2604.27682},
  doi = {10.48550/arXiv.2604.27682},
  author = {Mies, Fabian and Sikkens, Duuk}
}

visual-text-v2
[Picture]
Sample paths of the multifractional stable motion (right) for a time-varying Hurst function (left).