Generalized fractional Laplace motion
type: Item
instance of: scholarly article
title: Generalized fractional Laplace motion
zbMATH Open document ID: 1416.60049
author: Arun Kumar
author: Janusz Gajda
author: Agnieszka Wyłomańska
published in: Statistics \& Probability Letters
publication date: 2017-02-28T00:00:00Z
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 6689778
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: gamma process
zbMATH Keywords: subordination
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: j.spl.2017.01.013
OpenAlex ID: W2571810350
cites work: Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
cites work: Geometric stable processes and related fractional differential equations
cites work: Q4865042
cites work: Financial Modelling with Jump Processes
cites work: On modes of long-range dependence
cites work: Q5661032
cites work: Fractional Laplace motion
cites work: Fractional normal inverse Gaussian process
cites work: Fractional Brownian Motions, Fractional Noises and Applications
cites work: SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
DOI: 10.1016/J.SPL.2017.01.013
description: scientific article; zbMATH DE number 6689778