A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852): Difference between revisions

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Latest revision as of 14:15, 1 August 2024

scientific article; zbMATH DE number 7706935
Language Label Description Also known as
English
A generalized stochastic process: fractional \(G\)-Brownian motion
scientific article; zbMATH DE number 7706935

    Statements

    A generalized stochastic process: fractional \(G\)-Brownian motion (English)
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    4 July 2023
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    fractional \(G\)-Brownian motion
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    \(G\)-expectation
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    long-range dependence
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    volatility uncertainty
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    numerical simulation
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