Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
type: Item
instance of: scholarly article
title: Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
zbMATH Open document ID: 1411.60058
published in: Methodology and Computing in Applied Probability
publication date: 2019-04-26T00:00:00Z
Mathematics Subject Classification ID: 60G20
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 35R11
zbMATH DE Number: 7048058
zbMATH Keywords: subordination
zbMATH Keywords: tempered stable process
zbMATH Keywords: inverse tempered stable process
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: simulation
author: Arun Kumar
author: Janusz Gajda
author: Agnieszka Wyłomańska
author: Rafał Połoczański
MaRDI profile type: Publication
full work available at URL: s11009-018-9648-x
OpenAlex ID: W2809421269
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Wikidata QID: Q129627798
DOI: 10.1007/S11009-018-9648-X
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description: scientific article; zbMATH DE number 7048058