How does tempering affect the local and global properties of fractional Brownian motion? (Q2116488): Difference between revisions
From MaRDI portal
Latest revision as of 08:32, 28 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | How does tempering affect the local and global properties of fractional Brownian motion? |
scientific article |
Statements
How does tempering affect the local and global properties of fractional Brownian motion? (English)
0 references
17 March 2022
0 references
fractional Brownian motion
0 references
tempered fractional processes
0 references
semi-long memory
0 references
Breuer-Major theorem
0 references
limit theorems
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
0 references