Generating diffusions with fractional Brownian motion
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Publication:2089733
DOI10.1007/s00220-022-04462-2OpenAlexW3200370603MaRDI QIDQ2089733
Publication date: 24 October 2022
Published in: Communications in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.06948
Stochastic analysis (60Hxx) Stochastic processes (60Gxx) Limit theorems in probability theory (60Fxx)
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