Some properties of the sub-fractional Brownian motion

DOI10.1080/17442500601100331zbMath1124.60038OpenAlexW2010806909MaRDI QIDQ5421591

Constantin Tudor

Publication date: 24 October 2007

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500601100331

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18)

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