Fractionally integrated Bessel process (Q6985214)
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scientific article; zbMATH DE number 8038793
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fractionally integrated Bessel process |
scientific article; zbMATH DE number 8038793 |
Statements
Fractionally integrated Bessel process (English)
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13 May 2025
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fractional Brownian motion (fBm)
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Hurst parameter
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Bessel process
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Hölder continuity
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