Measuring the roughness of random paths by increment ratios (Q453302)
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: Measuring the roughness of random paths by increment ratios |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the roughness of random paths by increment ratios |
scientific article |
Statements
Measuring the roughness of random paths by increment ratios (English)
0 references
19 September 2012
0 references
diffusion processes
0 references
estimation of the local regularity function of stochastic process
0 references
fractional Brownian motion
0 references
Hölder exponent
0 references
Lévy processes
0 references
limit theorems
0 references
multifractional Brownian motion
0 references
tangent process
0 references
zero crossings
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
