A UNIFYING APPROACH TO FRACTIONAL LÉVY PROCESSES (Q4922063)
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scientific article; zbMATH DE number 6167527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A UNIFYING APPROACH TO FRACTIONAL LÉVY PROCESSES |
scientific article; zbMATH DE number 6167527 |
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A UNIFYING APPROACH TO FRACTIONAL LÉVY PROCESSES (English)
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28 May 2013
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fractional Levy process
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linear fractional stable motion
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fractional Brownian motion
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semimartingale
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correlation
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long-range dependence
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Blumenthal-Getoor index
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