A series expansion of fractional Brownian motion (Q706329)

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A series expansion of fractional Brownian motion
scientific article

    Statements

    title
    A series expansion of fractional Brownian motion (English)
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    author
    Kacha Dzhaparidze
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    Harry van Zanten
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    publication date
    8 February 2005
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    zbMATH Keywords
    series expansion
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    Bessel function
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    Hankel transform
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    fractional calculus
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60G18
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    33C10
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    zbMATH DE Number
    2132287
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    OpenAlex ID
    W2114023404
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