  Multistable processes, that is, processes which are, at each "time", tangent
to a stable process, but where the index of stability varies along the path,
have been recently introduced as models for phenomena where the intensity of
jumps is non constant. In this work, we give further results on
(multifractional) multistable processes related to their local structure. We
show that, under certain conditions, the incremental moments display a scaling
behaviour, and that the pointwise exponent is, as expected, lower than the
localisability index.
