Generalized fractional Brownian motion
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Publication:522549
DOI10.15559/16-VMSTA71zbMath1361.60028arXiv1704.02103MaRDI QIDQ522549
Publication date: 18 April 2017
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.02103
Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52)
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Cites Work
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- Fractional Brownian density process and its self-intersection local time of order \(k\)
- Mixed sub-fractional Brownian motion
- On the sub-mixed fractional Brownian motion
- On the mixed fractional Brownian motion
- Sub-fractional Brownian motion and its relation to occupation times
- Some properties of the sub-fractional Brownian motion
- Local Times and Sample Function Properties of Stationary Gaussian Processes
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