Generalized fractional Lévy processes with fractional Brownian motion limit (Q2786429): Difference between revisions

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Latest revision as of 10:19, 11 July 2024

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Generalized fractional Lévy processes with fractional Brownian motion limit
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    Generalized fractional Lévy processes with fractional Brownian motion limit (English)
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    12 February 2016
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    generalized fractional Lévy processes
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    fractional Brownian motion
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    shot-noise process
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    fractional Ornstein-Uhlenbeck process
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    functional central limit theorem
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    stochastic integrals
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    sample path properties
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    regular variation
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    stochastic volatility model
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