Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018)
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scientific article; zbMATH DE number 7529951
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation to two independent Gaussian processes from a unique Lévy process and applications |
scientific article; zbMATH DE number 7529951 |
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Approximation to two independent Gaussian processes from a unique Lévy process and applications (English)
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20 May 2022
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weak convergence
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self-similar
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fractional Brownian motion
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sub-fractional Brownian motion
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bifractional Brownian motion
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Lévy process
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