Fabian Mies - Multifractional Stable Motion with Random Hurst Exponent

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Fabian Mies, Duuk Sikkens
2026

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Cite

APA Click to copy
Mies, F., & Sikkens, D. (2026). Multifractional Stable Motion with Random Hurst Exponent.

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

MLA Click to copy
Mies, Fabian, and Duuk Sikkens. Multifractional Stable Motion with Random Hurst Exponent. 2026.

BibTeX Click to copy

@article{fabian2026a,
  title = {Multifractional Stable Motion with Random Hurst Exponent},
  year = {2026},
  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).