Some path properties of weighted-fractional Brownian motion (Q2811103)
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scientific article; zbMATH DE number 6591422
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| English | Some path properties of weighted-fractional Brownian motion |
scientific article; zbMATH DE number 6591422 |
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Some path properties of weighted-fractional Brownian motion (English)
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10 June 2016
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weighted-fractional Brownian motion
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strong local non-determinism
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\(\alpha\)-strong variation
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the collision local time and the iterated logarithm
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0.8035640716552734
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0.7976334095001221
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0.7920586466789246
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0.7885818481445312
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0.7885816693305969
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