Hamonier, Julien - In: Stochastic Processes and their Applications 125 (2015) 3, pp. 1127-1147
The goal of this paper is to provide a wavelet series representation for Linear Multifractional Stable Motion (LMSM). Instead of using Daubechies wavelets, which are not given in closed form, we use a Haar wavelet, thus yielding a more explicit expression than that in Ayache and Hamonier (in press).