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Bifractional Brownian motion: existence and border cases - MaRDI portal

Bifractional Brownian motion: existence and border cases (Q2786503)

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scientific article; zbMATH DE number 6541405
Language Label Description Also known as
English
Bifractional Brownian motion: existence and border cases
scientific article; zbMATH DE number 6541405

    Statements

    title
    Bifractional Brownian motion: existence and border cases (English)
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    author
    Ksenia Volkova
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    Mikhail Lifshits
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    publication date
    12 February 2016
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    zbMATH Keywords
    bifractional Brownian motion
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    Gaussian process
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    fractional Brownian motion
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    Identifiers

    zbMATH DE Number
    6541405
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    OpenAlex ID
    W2111714391
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    arXiv ID
    1502.02217
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    DOI
    10.1051/PS/2015015
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