Fractional Lévy Processes as a Result of Compact Interval Integral Transformation (Q3114572)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Lévy Processes as a Result of Compact Interval Integral Transformation |
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Fractional Lévy Processes as a Result of Compact Interval Integral Transformation (English)
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19 February 2012
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fractional Lévy process
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integral representation of fractional Brownian motion
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Mandelbrot-Van-Ness transformation
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Molchan-Golosov transformation
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long range dependence
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Wiener integration
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arbitrage free model
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