Fractional randomness and the Brownian bridge
From MaRDI portal
Publication:2149284
DOI10.1016/J.PHYSA.2018.02.097OpenAlexW2793674657MaRDI QIDQ2149284FDOQ2149284
Authors: Charles S. Tapiero, Pierre Vallois 
Publication date: 28 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2018.02.097
Recommendations
- Fractional Brownian motion: theory and applications
- Fractional Brownian flows
- On fractional Brownian processes
- Brownian bridges on random intervals
- On fractional Brownian motions and random dynamical systems
- Fractional Brownian motion in a nutshell
- Randomness and fractional stable distributions
- A note on fractional Brownian motion
Cites Work
- Title not available (Why is that?)
- Fractional Brownian Motions, Fractional Noises and Applications
- Title not available (Why is that?)
- Arbitrage in fractional Brownian motion models
- Title not available (Why is that?)
- The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
- FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
- Table of some basic fractional calculus formulae derived from a modified Riemann-Liouville derivative for non-differentiable functions
- On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion
- Stochastic differential equations with fractional Brownian motion input
- A note on Wick products and the fractional Black-Scholes model
- Stochastic Calculus for Fractional Brownian Motion I. Theory
- A General Fractional White Noise Theory And Applications To Finance
- Fractional randomness
- Implied fractional hazard rates and default risk distributions
Cited In (2)
This page was built for publication: Fractional randomness and the Brownian bridge
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2149284)
