On the sub-mixed fractional Brownian motion (Q902400)
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scientific article; zbMATH DE number 6532070
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the sub-mixed fractional Brownian motion |
scientific article; zbMATH DE number 6532070 |
Statements
On the sub-mixed fractional Brownian motion (English)
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15 January 2016
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mixed Gaussian processes
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sub-fractional Brownian motion
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no stationary increments
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semimartingale
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convexity
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0.8771867752075195
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0.8191999197006226
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0.8097535967826843
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0.8070844411849976
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0.8068777918815613
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