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Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\) - MaRDI portal

Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\) (Q2288782)

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English
Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\)
scientific article

    Statements

    title
    Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\) (English)
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    author
    Anna Talarczyk
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    publication date
    20 January 2020
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    zbMATH Keywords
    bifractional Brownian motion
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    fractional Brownian motion
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    positive definite functions
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    Gaussian processes
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    self-similar processes
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    Identifiers

    Mathematics Subject Classification ID
    60G22
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    60G15
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    60G18
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    42A82
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    zbMATH DE Number
    7153439
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    OpenAlex ID
    W2917077541
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    arXiv ID
    1902.09633
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