Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics (Q1787532): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics |
scientific article |
Statements
Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics (English)
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5 October 2018
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\(p\)-variation
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anomalous diffusion
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testing
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fractional Brownian motion
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scaled Brownian motion
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