Path properties of multifractal Brownian motion
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Publication:5391416
DOI10.1090/S0094-9000-2010-00799-XzbMath1224.60080OpenAlexW1976528994MaRDI QIDQ5391416
Kostiantyn Ralchenko, Georgiy M. Shevchenko
Publication date: 6 April 2011
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0094-9000-2010-00799-x
Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18)
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