Long-range dependent completely correlated mixed fractional Brownian motion (Q6123268)
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scientific article; zbMATH DE number 7812488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-range dependent completely correlated mixed fractional Brownian motion |
scientific article; zbMATH DE number 7812488 |
Statements
Long-range dependent completely correlated mixed fractional Brownian motion (English)
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4 March 2024
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Cameron-Martin-Girsanov-Hitsuda theorem
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fractional Brownian motion
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mixed fractional Brownian motion
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prediction
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transfer principle
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