Occupation time problems for fractional Brownian motion and some other self-similar processes (Q3077688)
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scientific article; zbMATH DE number 5855804
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| English | Occupation time problems for fractional Brownian motion and some other self-similar processes |
scientific article; zbMATH DE number 5855804 |
Statements
Occupation time problems for fractional Brownian motion and some other self-similar processes (English)
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22 February 2011
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fractional Brownian motion
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self-similar process
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fractional derivative, Hilbert transform
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local time
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strong approximation
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strong topology
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0.9457577
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0.9371668
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0.9238961
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0.9217676
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0.9046123
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0.8989872
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0.89839244
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