On an application of generalized -sub-Gaussian fractional Browinian motion.

zbMATH Open1164.60348MaRDI QIDQ3606969FDOQ3606969

O. S. Shramko, R. E. Yamnenko

Publication date: 28 February 2009

zbMATH Keywords

generalized fractional Brownian motion\(\varphi\)-sub-Gausssian random process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) General theory of stochastic processes (60G07)

Cited In (1)

• Simulation of a strictly φ-sub-Gaussian generalized fractional Brownian motion

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