Mixtures of higher-order fractional Brownian motions (Q6107607)
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scientific article; zbMATH DE number 7706310
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixtures of higher-order fractional Brownian motions |
scientific article; zbMATH DE number 7706310 |
Statements
Mixtures of higher-order fractional Brownian motions (English)
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3 July 2023
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\(n\) th order fractional Brownian motion
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self-similarity
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long-range dependence
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semimatingale property
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non Markovian process
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