Publication:3571491

zbMath1212.91057MaRDI QIDQ3571491

Li'An Qu, Hua-Yue Zhang

Publication date: 8 July 2010

zbMATH Keywords

fractional Brownian motion; martingale; self-similar processes; ruin probability

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

60F05: Central limit and other weak theorems

60G22: Fractional processes, including fractional Brownian motion