Occupation time problems for fractional Brownian motion and some other self-similar processes (Q3077688): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Occupation time problems for fractional Brownian motion and some other self-similar processes |
scientific article |
Statements
Occupation time problems for fractional Brownian motion and some other self-similar processes (English)
0 references
22 February 2011
0 references
fractional Brownian motion
0 references
self-similar process
0 references
fractional derivative, Hilbert transform
0 references
local time
0 references
strong approximation
0 references
strong topology
0 references
