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Information geometric characterization of the complexity of fractional Brownian motions - MaRDI portal

Information geometric characterization of the complexity of fractional Brownian motions (Q2872469)

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scientific article; zbMATH DE number 6245536
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English
Information geometric characterization of the complexity of fractional Brownian motions
scientific article; zbMATH DE number 6245536

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    Information geometric characterization of the complexity of fractional Brownian motions (English)
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    14 January 2014
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    fractional Brownian motion
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    information geometry
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    dual connection
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    curvature
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    geodesic
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    Lyapunov exponent
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