Fractional Lévy Processes as a Result of Compact Interval Integral Transformation (Q3114572): Difference between revisions

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Latest revision as of 21:57, 4 July 2024

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Fractional Lévy Processes as a Result of Compact Interval Integral Transformation
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    Fractional Lévy Processes as a Result of Compact Interval Integral Transformation (English)
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    19 February 2012
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    fractional Lévy process
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    integral representation of fractional Brownian motion
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    Mandelbrot-Van-Ness transformation
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    Molchan-Golosov transformation
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    long range dependence
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    Wiener integration
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    arbitrage free model
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