Piecewise fractional Brownian motion
From MaRDI portal
Publication:5355671
Cited in
(6)- Nonhomogeneous fractional integration and multifractional processes
- Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes
- Mixtures of higher-order fractional Brownian motions
- Fractional Brownian motion with two-variable Hurst exponent
- Fractional Brownian motion with variable Hurst parameter: definition and properties
- Long-range dependent completely correlated mixed fractional Brownian motion
This page was built for publication: Piecewise fractional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5355671)