Some topics in fractional Brownian motion
From MaRDI portal
Publication:3639751
DOI10.3233/RDA-2009-0013zbMATH Open1196.60067OpenAlexW1540042060MaRDI QIDQ3639751
Publication date: 26 October 2009
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-2009-0013
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
Related Items (6)
Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Type I and type II fractional Brownian motions: a reconsideration ⋮ On some generalization of fractional Brownian motions ⋮ Title not available (Why is that?) ⋮ Fractional Brownian motion: theory and applications
This page was built for publication: Some topics in fractional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3639751)
