The fractional mixed fractional Brownian motion.
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Publication:1423093
DOI10.1016/j.spl.2003.07.007zbMath1065.60034OpenAlexW2001194427MaRDI QIDQ1423093
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2003.07.007
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Cites Work
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- A note on the fractional integrated fractional Brownian motion
- Mixed fractional Brownian motion
- Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
- Lower classes for fractional Brownian motion
- Some small ball probabilities for Gaussian processes under nonuniform norms
