scientific article; zbMATH DE number 1488131

zbMath0965.60073MaRDI QIDQ4495241

Serge Cohen

Publication date: 2 August 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Self-similar stochastic processes (60G18)

Related Items (12)

Spectral analysis for some multifractional Gaussian processes ⋮ Girsanov theorem for multifractional Brownian processes ⋮ Identification of multifractional Brownian motion ⋮ Stochastic Volatility and Multifractional Brownian Motion ⋮ Differential equations driven by variable order Hölder noise and the regularizing effect of delay ⋮ Hurst function estimation ⋮ Sample path properties of the local time of multifractional Brownian motion ⋮ From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions ⋮ Stochastic properties of the linear multifractional stable motion ⋮ How rich is the class of multifractional Brownian motions? ⋮ Invariance principle, multifractional Gaussian processes and long-range dependence ⋮ Approximation of multifractional Brownian motion by absolutely continuous processes

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