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Fractional Laplace motion - MaRDI portal

Fractional Laplace motion (Q5480007)

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scientific article; zbMATH DE number 5042477
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English
Fractional Laplace motion
scientific article; zbMATH DE number 5042477

    Statements

    title
    Fractional Laplace motion (English)
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    author
    Mark M. Meerschaert
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    Krzysztof Podgórski
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    Tomasz J. Kozubowski
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    publication date
    25 July 2006
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    zbMATH Keywords
    fractional Brownian motion
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    gamma process
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    long-range dependence
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    self-similarity
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    subordination
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    Identifiers

    Mathematics Subject Classification ID
    60G18
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    60E07
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    60G07
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    zbMATH DE Number
    5042477
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    OpenAlex ID
    W2079486431
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