Some properties of a multifractional Brownian motion
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Publication:2373656
DOI10.1016/j.spl.2006.11.002zbMath1118.60029MaRDI QIDQ2373656
Publication date: 16 July 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.11.002
60G15: Gaussian processes
60G12: General second-order stochastic processes
60J55: Local time and additive functionals
Cites Work