A note on approximation to multifractional Brownian motion
type: Item
instance of: scholarly article
title: A note on approximation to multifractional Brownian motion
zbMATH Open document ID: 1232.60032
author: Hongshuai Dai
author: Yuqiang Li
published in: Science China. Mathematics
publication date: 2012-01-24T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 6000067
zbMATH Keywords: multifractional Brownian motion
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Poisson process
zbMATH Keywords: weak convergence
MaRDI profile type: Publication
full work available at URL: s11425-011-4246-1
OpenAlex ID: W2269195212
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DOI: 10.1007/S11425-011-4246-1
description: scientific article; zbMATH DE number 6000067