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Tempered fractional Brownian motion - MaRDI portal

Tempered fractional Brownian motion (Q2435748)

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Tempered fractional Brownian motion
scientific article

    Statements

    title
    Tempered fractional Brownian motion (English)
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    author
    Mark M. Meerschaert
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    Farzad Sabzikar
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    publication date
    19 February 2014
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    zbMATH Keywords
    Gaussian process
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    stationary increments
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    moving average
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    spectral representation
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    Davenport spectrum
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    Identifiers

    zbMATH DE Number
    6259904
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    OpenAlex ID
    W2167580329
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