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Path properties of multifractal Brownian motion - MaRDI portal

Path properties of multifractal Brownian motion (Q5391416)

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scientific article; zbMATH DE number 5875203
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English
Path properties of multifractal Brownian motion
scientific article; zbMATH DE number 5875203

    Statements

    title
    Path properties of multifractal Brownian motion (English)
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    publication date
    6 April 2011
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    zbMATH Keywords
    Gaussian process
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    fractional Brownian motion
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    multifractal Brownian motion
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    Hürst index
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    Identifiers

    Mathematics Subject Classification ID
    60G22
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    60G17
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    60G18
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    zbMATH DE Number
    5875203
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    OpenAlex ID
    W1976528994
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