Sample paths properties of the set-indexed fractional Brownian motion (Q3294772)
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scientific article; zbMATH DE number 7215911
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| English | Sample paths properties of the set-indexed fractional Brownian motion |
scientific article; zbMATH DE number 7215911 |
Statements
Sample Paths Properties of the Set-Indexed Fractional Brownian Motion (English)
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29 June 2020
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set-indexed fractional Brownian motion
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(multi)fractional Brownian motion
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Hausdorff dimension
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Hölder regularity
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strong local nondeterminism
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exact uniform modulus of continuity
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0.8175898790359497
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0.8110833764076233
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0.800929844379425
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0.7989948391914368
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0.7921391725540161
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