Measuring the roughness of random paths by increment ratios (Q453302): Difference between revisions
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diffusion processes | |||
| Property / zbMATH Keywords: diffusion processes / rank | |||
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estimation of the local regularity function of stochastic process | |||
| Property / zbMATH Keywords: estimation of the local regularity function of stochastic process / rank | |||
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fractional Brownian motion | |||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||
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Hölder exponent | |||
| Property / zbMATH Keywords: Hölder exponent / rank | |||
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Lévy processes | |||
| Property / zbMATH Keywords: Lévy processes / rank | |||
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limit theorems | |||
| Property / zbMATH Keywords: limit theorems / rank | |||
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multifractional Brownian motion | |||
| Property / zbMATH Keywords: multifractional Brownian motion / rank | |||
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tangent process | |||
| Property / zbMATH Keywords: tangent process / rank | |||
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zero crossings | |||
| Property / zbMATH Keywords: zero crossings / rank | |||
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Revision as of 11:57, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the roughness of random paths by increment ratios |
scientific article |
Statements
Measuring the roughness of random paths by increment ratios (English)
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19 September 2012
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diffusion processes
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estimation of the local regularity function of stochastic process
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fractional Brownian motion
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Hölder exponent
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Lévy processes
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limit theorems
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multifractional Brownian motion
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tangent process
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zero crossings
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