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scientific article; zbMATH DE number 7367467

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7367467

Statements

scholarly article

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Khalifa Es-Sebaiy

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Fatima-Ezzahra Farah

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publication date

2 July 2021

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zbMATH Keywords

Weyl multifractional Ornstein-Uhlenbeck process

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gamma distribution

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aggregated process

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multifractional Brownian motion

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MaRDI profile type

MaRDI publication profile

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Wavelet construction of generalized multifractional processes

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Multifractional processes with random exponent

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Elliptic Gaussian random processes

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PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE

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Fractional {O}rnstein-{U}hlenbeck processes

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\(\delta\)-shock model based on Polya process and its optimal replacement policy

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FRACTIONAL ORNSTEIN–UHLENBECK PROCESSES MIXED WITH A GAMMA DISTRIBUTION

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Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process

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Riemann-Liouville and Weyl fractional oscillator processes

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Weyl and Riemann–Liouville multifractional Ornstein–Uhlenbeck processes

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How rich is the class of multifractional Brownian motions?

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4999837

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