From Hermite Polynomials to Multifractional Processes
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Publication:5299560
DOI10.1239/jap/1371648944zbMath1278.60066MaRDI QIDQ5299560
Publication date: 26 June 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1371648944
60G22: Fractional processes, including fractional Brownian motion
60G17: Sample path properties
60F17: Functional limit theorems; invariance principles