Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Brownian motion time-changed by gamma and inverse gamma process |
scientific article |
Statements
Fractional Brownian motion time-changed by gamma and inverse gamma process (English)
0 references
13 November 2018
0 references
subordination
0 references
gamma process
0 references
inverse gamma process
0 references
simulation
0 references
estimation
0 references
