How does tempering affect the local and global properties of fractional Brownian motion? (Q2116488): Difference between revisions

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Latest revision as of 08:32, 28 July 2024

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How does tempering affect the local and global properties of fractional Brownian motion?
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    How does tempering affect the local and global properties of fractional Brownian motion? (English)
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    17 March 2022
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    fractional Brownian motion
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    tempered fractional processes
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    semi-long memory
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    Breuer-Major theorem
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    limit theorems
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    Malliavin calculus
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