From Hermite Polynomials to Multifractional Processes
From Hermite Polynomials to Multifractional Processes
We consider a class of multifractional processes related to Hermite polynomials. We show that these processes satisfy an invariance principle. To prove the main result of this paper, we use properties of the Hermite polynomials and the multiple Wiener integrals. Because of the multifractionality, we also need to deal with …