scientific article; zbMATH DE number 1145284

MaRDI QIDQ4384574zbMATH OpenFDO

Authors

Publication date 20 December 1998

zbMATH Keywords

Gaussian processesfractional Brownian motionlimit theoremsincrements

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99)

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Cited in

(3)

• On some generalization of fractional Brownian motions
• An integral equation for Root's barrier and the generation of Brownian increments
• On the large increments of fractional Brownian motion

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