Approximation of multifractional Brownian motion by absolutely continuous processes (Q3114552)
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scientific article; zbMATH DE number 6007134
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| English | Approximation of multifractional Brownian motion by absolutely continuous processes |
scientific article; zbMATH DE number 6007134 |
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Approximation of multifractional Brownian motion by absolutely continuous processes (English)
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19 February 2012
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multifractional Brownian motion
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stochastic differential equations
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Gaussian processes
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0.9252170324325562
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0.830814778804779
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0.8262001872062683
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0.8241755962371826
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0.8169978260993958
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