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On the non-commutative multifractional Brownian motion - MaRDI portal

On the non-commutative multifractional Brownian motion (Q5876135)

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scientific article; zbMATH DE number 7647805
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English
On the non-commutative multifractional Brownian motion
scientific article; zbMATH DE number 7647805

    Statements

    title
    On the non-commutative multifractional Brownian motion (English)
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    author
    René Schott
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    Marco E. Dozzi
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    publication date
    31 January 2023
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    zbMATH Keywords
    non-commutative multifractional Brownian motion
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    covariance functional
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    pointwise Hölder exponent
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    random matrix approximation
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    Identifiers

    Mathematics Subject Classification ID
    60G22
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    60H05
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    60G15
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    zbMATH DE Number
    7647805
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    OpenAlex ID
    W4309261688
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