A unifying approach to fractional Lévy processes (Q4922063)
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scientific article; zbMATH DE number 6167527
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| default for all languages | No label defined |
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| English | A unifying approach to fractional Lévy processes |
scientific article; zbMATH DE number 6167527 |
Statements
A UNIFYING APPROACH TO FRACTIONAL LÉVY PROCESSES (English)
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28 May 2013
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fractional Levy process
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linear fractional stable motion
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fractional Brownian motion
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semimartingale
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correlation
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long-range dependence
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Blumenthal-Getoor index
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0.8591275811195374
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0.8433427810668945
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0.8288218379020691
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0.8240147829055786
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