How does tempering affect the local and global properties of fractional Brownian motion? (Q2116488)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How does tempering affect the local and global properties of fractional Brownian motion? |
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How does tempering affect the local and global properties of fractional Brownian motion? (English)
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17 March 2022
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fractional Brownian motion
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tempered fractional processes
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semi-long memory
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Breuer-Major theorem
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limit theorems
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Malliavin calculus
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