A random matrix approximation for the non-commutative fractional Brownian motion
DOI10.1007/s10959-015-0627-7zbMath1390.60037arXiv1409.8532OpenAlexW838915067MaRDI QIDQ501830
José Luis Pérez Garmendia, Juan Carlos Pardo, Victor Perez-Abreu
Publication date: 10 January 2017
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.8532
fractional calculusfree probabilityYoung integralmeasure-valued processmatrix fractional Brownian motion
Fractional processes, including fractional Brownian motion (60G22) Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (9)
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