Generalized fractional Laplace motion

DOI10.1016/j.spl.2017.01.013zbMath1416.60049OpenAlexW2571810350MaRDI QIDQ514123

Arun Kumar, Janusz Gajda, Agnieszka Wyłomańska

Publication date: 28 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.01.013

zbMATH Keywords

subordinationfractional Brownian motiongamma process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

Related Items

Variance gamma (nonlocal) equations ⋮ Rosenblatt Laplace motion

Uses Software

• longmemo

Cites Work

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