Occupation time problems for fractional Brownian motion and some other self-similar processes (Q3077688): Difference between revisions

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Latest revision as of 10:06, 30 July 2024

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Occupation time problems for fractional Brownian motion and some other self-similar processes
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    Occupation time problems for fractional Brownian motion and some other self-similar processes (English)
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    22 February 2011
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    fractional Brownian motion
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    self-similar process
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    fractional derivative, Hilbert transform
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    local time
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    strong approximation
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    strong topology
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