Occupation time problem for multifractional Brownian motion (Q5227570)
From MaRDI portal
scientific article; zbMATH DE number 7089239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Occupation time problem for multifractional Brownian motion |
scientific article; zbMATH DE number 7089239 |
Statements
Occupation time problem for multifractional Brownian motion (English)
0 references
6 August 2019
0 references
local time
0 references
local asymptotic self-similarity
0 references
limit theorem
0 references
fractional Brownian motion
0 references
multifractional Brownian motion
0 references
fractional derivative
0 references
0 references
0 references
0 references
0 references
0 references
