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In this paper, we study globle path behavior of a multifractional Brownian motion, which is ageneralization of the fractional Brownian motion.
How big are the increments of a multifractional Brownian motion?
【摘 要】
：
In this paper, we study globle path behavior of a multifractional Brownian motion, which is ageneralization of the fractional Brownian motion.
【机 构】
：
DepartmentofMathematics
【出 处】
：
中国科学：数学英文版
【发表日期】
：
2002年10期
【基金项目】
：
This work was supported by the National Natural Science Foundation of China (Grant No.10131040) and NSF2P(199016).
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