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How big are the increments of a multifractional Brownian motion? - MaRDI portal

How big are the increments of a multifractional Brownian motion?

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Publication:2503841

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zbMath1099.60503MaRDI QIDQ2503841

Zheng Yan Lin

Publication date: 22 September 2006

Published in: Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

large increment

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (2)

Some properties of a multifractional Brownian motion ⋮ Multifractional Hermite processes: definition and first properties

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