The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials (Q5413855): Difference between revisions

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Latest revision as of 12:05, 8 July 2024

scientific article; zbMATH DE number 6291216
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English
The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials
scientific article; zbMATH DE number 6291216

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    The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials (English)
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    2 May 2014
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    Lamperti transform
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    fractional Brownian motion
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    bi-fractional Brownian motion
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    sub-fractional Brownian motion
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    self-similarity
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    stationarity
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