From Stochastic Integration wrt Fractional Brownian Motion to Stochastic Integration wrt Multifractional Brownian Motion (Q5264665): Difference between revisions
From MaRDI portal
Set profile property. |
Changed label, description and/or aliases in en, and other parts |
||
| label / en | label / en | ||
From Stochastic Integration wrt Fractional Brownian Motion to Stochastic Integration wrt Multifractional Brownian Motion | |||
| Property / arXiv classification | |||
math.PR | |||
| Property / arXiv classification: math.PR / rank | |||
Normal rank | |||
Revision as of 14:01, 19 April 2024
scientific article; zbMATH DE number 6465621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From Stochastic Integration wrt Fractional Brownian Motion to Stochastic Integration wrt Multifractional Brownian Motion |
scientific article; zbMATH DE number 6465621 |
Statements
27 July 2015
0 references
fractional and multifractional Brownian motions
0 references
Gaussian processes
0 references
convergence in law
0 references
white noise theory
0 references
Wick-Itô integral
0 references
math.PR
0 references
