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Sample Paths Properties of the Set-Indexed Fractional Brownian Motion - MaRDI portal

Sample Paths Properties of the Set-Indexed Fractional Brownian Motion (Q3294772)

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Sample Paths Properties of the Set-Indexed Fractional Brownian Motion
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    Sample Paths Properties of the Set-Indexed Fractional Brownian Motion (English)
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    29 June 2020
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    set-indexed fractional Brownian motion
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    (multi)fractional Brownian motion
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    Hausdorff dimension
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    Hölder regularity
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    strong local nondeterminism
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    exact uniform modulus of continuity
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