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Particle picture interpretation of some Gaussian processes related to fractional Brownian motion - MaRDI portal

Particle picture interpretation of some Gaussian processes related to fractional Brownian motion (Q424526)

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scientific article; zbMATH DE number 6040316
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English
Particle picture interpretation of some Gaussian processes related to fractional Brownian motion
scientific article; zbMATH DE number 6040316

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    Particle picture interpretation of some Gaussian processes related to fractional Brownian motion (English)
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    1 June 2012
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    fractional Brownian motion
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    sub-fractional Brownian motion
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    negative sub-fractional Brownian motion
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    particle system
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    density process
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    occupation time fluctuation limit
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