Particle picture interpretation of some Gaussian processes related to fractional Brownian motion (Q424526): Difference between revisions
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| Property / author | |||
| Property / author: Tomasz Bojdecki / rank | |||
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| Property / author: Anna Talarczyk / rank | |||
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| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G15 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G52 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J80 / rank | |||
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| Property / zbMATH DE Number: 6040316 / rank | |||
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| Property / zbMATH Keywords | |||
fractional Brownian motion | |||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||
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sub-fractional Brownian motion | |||
| Property / zbMATH Keywords: sub-fractional Brownian motion / rank | |||
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negative sub-fractional Brownian motion | |||
| Property / zbMATH Keywords: negative sub-fractional Brownian motion / rank | |||
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particle system | |||
| Property / zbMATH Keywords: particle system / rank | |||
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density process | |||
| Property / zbMATH Keywords: density process / rank | |||
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occupation time fluctuation limit | |||
| Property / zbMATH Keywords: occupation time fluctuation limit / rank | |||
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Revision as of 21:27, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Particle picture interpretation of some Gaussian processes related to fractional Brownian motion |
scientific article |
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Particle picture interpretation of some Gaussian processes related to fractional Brownian motion (English)
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1 June 2012
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fractional Brownian motion
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sub-fractional Brownian motion
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negative sub-fractional Brownian motion
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particle system
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density process
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occupation time fluctuation limit
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