Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics
type: Item
instance of: scholarly article
title: Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics
zbMATH Open document ID: 1397.62289
author: Yanyan Li
published in: International Journal of Advances in Engineering Sciences and Applied Mathematics
publication date: 2018-10-05T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 6947670
zbMATH Keywords: \(p\)-variation
zbMATH Keywords: anomalous diffusion
zbMATH Keywords: testing
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: scaled Brownian motion
MaRDI profile type: Publication
full work available at URL: s12572-018-0206-0
OpenAlex ID: W2803757496
cites work: And did he search for you, and could not find you?
cites work: Anomalous diffusion of liquids in glassy polymers
cites work: Fractional Brownian motions: memory, diffusion velocity, and correlation functions
cites work: Fractional Brownian Motions, Fractional Noises and Applications
cites work: Q3141895
cites work: Q4527722
Wikidata QID: Q129842962
DOI: 10.1007/S12572-018-0206-0
description: scientific article; zbMATH DE number 6947670