THE LOCAL STRUCTURE OF RANDOM PROCESSES

DOI10.1112/S0024610703004186zbMath1054.28003MaRDI QIDQ4467873

Kenneth J. Falconer

Publication date: 10 June 2004

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motion; self-similar processes; tangent space; tangent processes

Mathematics Subject Classification ID

60G18: Self-similar stochastic processes

28A80: Fractals

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