Path properties of multifractal Brownian motion (Q5391416)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Path properties of multifractal Brownian motion |
scientific article; zbMATH DE number 5875203
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path properties of multifractal Brownian motion |
scientific article; zbMATH DE number 5875203 |
Statements
Path properties of multifractal Brownian motion (English)
0 references
6 April 2011
0 references
Gaussian process
0 references
fractional Brownian motion
0 references
multifractal Brownian motion
0 references
Hürst index
0 references
