Occupation times of discrete-time fractional Brownian motion (Q4630520)
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scientific article; zbMATH DE number 7042599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Occupation times of discrete-time fractional Brownian motion |
scientific article; zbMATH DE number 7042599 |
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Occupation times of discrete-time fractional Brownian motion (English)
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26 March 2019
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fractional Brownian motion
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increment process
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local time
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Mittag-Leffler distribution
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pointwise dual ergodicity
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conditional local limit theorem
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