The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion (Q2322605)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion |
scientific article |
Statements
The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion (English)
0 references
5 September 2019
0 references
fractional Brownian motion
0 references
moduli of non-differentiability
0 references
small ball probability
0 references
local times
0 references
0 references
0 references