The fractional multivariate normal tempered stable process

DOI10.1016/J.AML.2012.07.011zbMath1267.60042OpenAlexW2081997567MaRDI QIDQ714607

D. Kharzeev

Publication date: 11 October 2012

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2012.07.011

zbMATH Keywords

Lévy processesfractional Brownian motionlong-range dependencetempered stable processmultivariate fractional normal tempered stable process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52)

Related Items (2)

Extrema of multi-dimensional Gaussian processes over random intervals ⋮ On fractional tempered stable processes and their governing differential equations

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