scientific article; zbMATH DE number 7132253
From MaRDI portal
Publication:5243576
zbMath1425.60037MaRDI QIDQ5243576
Publication date: 19 November 2019
Full work available at URL: http://www.ijaamm.com/uploads/2/1/4/8/21481830/v5n2p8_53-59.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Fractals (28A80)
Related Items (1)
Cites Work
- Stochastic analysis of the fractional Brownian motion
- Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
- Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion
- Super fractional Brownian motion, fractional super Brownian motion and related self-similar (super) processes
- Fractional fields and applications
- Stochastic calculus for fractional Brownian motion and related processes.
- Weak convergence to fractional brownian motion and to the rosenblatt process
- On Convergence to Semi-Stable Gaussian Processes
- Stochastic integration with respect to the fractional Brownian motion
- Drap brownien fractionnaire
- Intégrale stochastique pour le mouvement brownien fractionnaire
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication:
