On some possible generalizations of fractional Brownian motion. (Q1569539): Difference between revisions

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Latest revision as of 11:01, 30 July 2024

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On some possible generalizations of fractional Brownian motion.
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    On some possible generalizations of fractional Brownian motion. (English)
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    3 July 2000
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    multifractional Brownian motion
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    Hurst exponent
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    moving average representation
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    harmonizable representation
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    Gaussian processes
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    Riemann-Liouville fractional integral
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    large time asymptotic
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