On some possible generalizations of fractional Brownian motion. (Q1569539): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0375-9601(00)00034-7 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1984659369 / rank | |||
Normal rank | |||
Latest revision as of 12:01, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some possible generalizations of fractional Brownian motion. |
scientific article |
Statements
On some possible generalizations of fractional Brownian motion. (English)
0 references
3 July 2000
0 references
multifractional Brownian motion
0 references
Hurst exponent
0 references
moving average representation
0 references
harmonizable representation
0 references
Gaussian processes
0 references
Riemann-Liouville fractional integral
0 references
large time asymptotic
0 references
