Mixed bifractional Brownian motion: definition and preliminary results (Q5225324)
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scientific article; zbMATH DE number 7083733
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| default for all languages | No label defined |
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| English | Mixed bifractional Brownian motion: definition and preliminary results |
scientific article; zbMATH DE number 7083733 |
Statements
22 July 2019
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Gaussian process
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self similarity
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fractional Brownian motion
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bifractional Brownian motion
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quadratic variation
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differentiability
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long-range dependence
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0.8739475607872009
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0.8486819863319397
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0.8109853863716125
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0.8088729381561279
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0.8078141808509827
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