Path properties of multifractal Brownian motion (Q5391416): Difference between revisions
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scientific article; zbMATH DE number 5875203
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path properties of multifractal Brownian motion |
scientific article; zbMATH DE number 5875203 |
Statements
Path properties of multifractal Brownian motion (English)
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6 April 2011
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Gaussian process
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fractional Brownian motion
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multifractal Brownian motion
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Hürst index
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