Identification of nonstandard multifractional Brownian motions under white noise by multiscale local variations of its sample paths

DOI10.1155/2013/794130zbMath1299.60056OpenAlexW2064603782WikidataQ59030129 ScholiaQ59030129MaRDI QIDQ474129

Kwang-Il Ahn, Kichun Lee

Publication date: 24 November 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/794130

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10)

Cites Work

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