How does tempering affect the local and global properties of fractional Brownian motion? (Q2116488)
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scientific article; zbMATH DE number 7491644
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| English | How does tempering affect the local and global properties of fractional Brownian motion? |
scientific article; zbMATH DE number 7491644 |
Statements
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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0.808785080909729
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0.7887699604034424
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0.7665184736251831
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0.7612777352333069
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