Occupation time problem for multifractional Brownian motion (Q5227570)
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scientific article; zbMATH DE number 7089239
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| default for all languages | No label defined |
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| English | Occupation time problem for multifractional Brownian motion |
scientific article; zbMATH DE number 7089239 |
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Occupation time problem for multifractional Brownian motion (English)
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6 August 2019
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local time
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local asymptotic self-similarity
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limit theorem
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fractional Brownian motion
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multifractional Brownian motion
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fractional derivative
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0.8698635101318359
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0.8415321111679077
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0.8195094466209412
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0.8155527710914612
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