Fractional Brownian motion in a nutshell (Q2803666)
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scientific article; zbMATH DE number 6576211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Brownian motion in a nutshell |
scientific article; zbMATH DE number 6576211 |
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Fractional Brownian motion in a nutshell (English)
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2 May 2016
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fractional Brownian motion
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Hurst parameter
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Hölder continuity
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consistent estimation
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simulation
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