Path properties of a generalized fractional Brownian motion (Q2116490)
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scientific article; zbMATH DE number 7491646
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Path properties of a generalized fractional Brownian motion |
scientific article; zbMATH DE number 7491646 |
Statements
Path properties of a generalized fractional Brownian motion (English)
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17 March 2022
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Gaussian self-similar process
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non-stationary increments
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generalized fractional Brownian motion
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Hölder continuity
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path differentiability/non-differentiability
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functional and local law of iterated logarithms
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0.862988293170929
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0.8343117237091064
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0.8173558712005615
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