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Publication:3538556
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zbMATH Open1164.60415MaRDI QIDQ3538556

Runping Ye, Haiyang Liu

Publication date: 24 November 2008



Title of this publication is not available (Why is that?)


zbMATH Keywords

\(d\)-dimensional fractional Brownian motionpolygonal approximation of dfBMrepresentation of dfBM with dsBM


Mathematics Subject Classification ID

Brownian motion (60J65)



Related Items (4)

Basic properties of the Multivariate Fractional Brownian Motion ⋮ Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations ⋮ Q-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market ⋮ Fractional Brownian motion with complex variance via random walk in the complex plane and applications






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