On some possible generalizations of fractional Brownian motion. (Q1569539)
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scientific article; zbMATH DE number 1468407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some possible generalizations of fractional Brownian motion. |
scientific article; zbMATH DE number 1468407 |
Statements
On some possible generalizations of fractional Brownian motion. (English)
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3 July 2000
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multifractional Brownian motion
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Hurst exponent
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moving average representation
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harmonizable representation
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Gaussian processes
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Riemann-Liouville fractional integral
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large time asymptotic
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