Generalized fractional Brownian motion (Q522549)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Generalized fractional Brownian motion
    scientific article

      Statements

      Generalized fractional Brownian motion (English)
      0 references
      0 references
      18 April 2017
      0 references
      generalized fractional and subfractional Brownian motion
      0 references
      stationarity
      0 references
      Markovity
      0 references
      semimartingality
      0 references

      Identifiers