scientific article; zbMATH DE number 5856117

MaRDI QIDQ3076220zbMATH OpenFDO

Authors T. O. Shalaiko, G. M. Shevchenko

Publication date 22 February 2011

zbMATH Keywords

fractional Brownian motionmultifractional Brownian motion

Mathematics Subject Classification ID

Special processes (60K99) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cited in

(1)

• Multifractional theories: an unconventional review

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