Stochastic current of bifractional Brownian motion

DOI10.1155/2014/762484zbMath1406.60059OpenAlexW2029580592WikidataQ59052273 ScholiaQ59052273MaRDI QIDQ1714752

Jingjun Guo

Publication date: 1 February 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/762484

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

Related Items (3)

A white noise approach to stochastic currents of Brownian motion ⋮ An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs ⋮ Some properties of bifractional Bessel processes driven by bifractional Brownian motion

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