A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852)
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scientific article; zbMATH DE number 7706935
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| English | A generalized stochastic process: fractional \(G\)-Brownian motion |
scientific article; zbMATH DE number 7706935 |
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A generalized stochastic process: fractional \(G\)-Brownian motion (English)
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4 July 2023
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fractional \(G\)-Brownian motion
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\(G\)-expectation
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long-range dependence
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volatility uncertainty
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numerical simulation
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0.9306401
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0.9273919
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0.92097497
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