Mimicking self-similar processes (Q2515501)

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Mimicking self-similar processes
scientific article

    Statements

    title
    Mimicking self-similar processes (English)
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    author
    Jie Yen Fan
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    Kais Hamza
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    Fima C. Klebaner
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    published in
    Bernoulli
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    publication date
    5 August 2015
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    zbMATH Keywords
    self-similar processes
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    Markov martingales
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    Lévy processes
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    Identifiers

    DOI
    10.3150/13-BEJ588
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    Mathematics Subject Classification ID
    60G18
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    60G44
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    60J25
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    60G51
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    zbMATH DE Number
    6470442
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    Wikidata QID
    Q57712720
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    arXiv ID
    1506.01478
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