scientific article; zbMATH DE number 7367467
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Publication:4999837
zbMath1472.60069MaRDI QIDQ4999837
Fatima-Ezzahra Farah, Khalifa Es-Sebaiy, Astrid Hilbert
Publication date: 2 July 2021
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
multifractional Brownian motiongamma distributionaggregated processWeyl multifractional Ornstein-Uhlenbeck process
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- PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE
- Weyl and Riemann–Liouville multifractional Ornstein–Uhlenbeck processes
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