Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators (Q1739376)
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scientific article; zbMATH DE number 7048058
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| English | Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators |
scientific article; zbMATH DE number 7048058 |
Statements
Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators (English)
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26 April 2019
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subordination
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tempered stable process
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inverse tempered stable process
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fractional Brownian motion
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simulation
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0.9371127
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0.9221413
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0.90854096
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0.9008141
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0.8976619
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0.8929063
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0.8918345
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0.89041746
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