Construction of a complex-valued fractional Brownian motion of order <i>N</i> (Q4031024)
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scientific article; zbMATH DE number 148183
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| English | Construction of a complex-valued fractional Brownian motion of order <i>N</i> |
scientific article; zbMATH DE number 148183 |
Statements
Construction of a complex-valued fractional Brownian motion of order <i>N</i> (English)
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1 April 1993
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complex-valued fractional Brownian motion
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Brownian motion
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fractal nature of the Brownian motion
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0.8643883466720581
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0.8442660570144653
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0.8432748317718506
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0.7694128751754761
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