Comment on ``A computational technique to classify several fractional Brownian motion processes
From MaRDI portal
Publication:2112967
DOI10.1016/j.chaos.2022.112377zbMath1504.60060OpenAlexW4283773735MaRDI QIDQ2112967
Publication date: 12 January 2023
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2022.112377
Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Fractional derivatives and integrals (26A33) Self-similar stochastic processes (60G18)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Transformation formulas for fractional Brownian motion
- Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type
- A computational technique to classify several fractional Brownian motion processes
- Fractional Brownian Motions, Fractional Noises and Applications
This page was built for publication: Comment on ``A computational technique to classify several fractional Brownian motion processes