HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS (Q5234012)
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scientific article; zbMATH DE number 7102646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS |
scientific article; zbMATH DE number 7102646 |
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HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS (English)
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9 September 2019
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foreign exchange rates
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fractional Brownian motion
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Hurst exponent
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Lamperti transform
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Ornstein-Uhlenbeck process
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stationary process
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