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