Limit Theorems for Functions of a Fractional Brownian Motion (Q5107655)
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scientific article; zbMATH DE number 7194162
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit Theorems for Functions of a Fractional Brownian Motion |
scientific article; zbMATH DE number 7194162 |
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Limit Theorems for Functions of a Fractional Brownian Motion (English)
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28 April 2020
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limit distribution
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random processes
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probability theory
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fractional Brownian motion
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Hurst exponent
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limit theorems
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