Some topics in fractional Brownian motion
type: Item
instance of: scholarly article
title: Some topics in fractional Brownian motion
zbMATH Open document ID: 1196.60067
DOI: 10.3233/RDA-2009-0013
author: T. E. Duncan
published in: Risk and Decision Analysis
publication date: 2009-10-26T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5620831
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Gaussian noise
zbMATH Keywords: stochastic integral
zbMATH Keywords: stochastic differential equations
MaRDI profile type: Publication
full work available at URL: rda-2009-0013
OpenAlex ID: W1540042060
description: scientific article