Generalized fractional Lévy processes with fractional Brownian motion limit (Q2786429)
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scientific article; zbMATH DE number 6541302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized fractional Lévy processes with fractional Brownian motion limit |
scientific article; zbMATH DE number 6541302 |
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Generalized fractional Lévy processes with fractional Brownian motion limit (English)
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12 February 2016
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generalized fractional Lévy processes
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fractional Brownian motion
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shot-noise process
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fractional Ornstein-Uhlenbeck process
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functional central limit theorem
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stochastic integrals
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sample path properties
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regular variation
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stochastic volatility model
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