Singularity of Fractional Brownian Motions with Different Hurst Indices
From MaRDI portal
Publication:5459760
Recommendations
- Singularity of Subfractional Brownian Motions with Different Hurst Indices
- Singularity spectra of fractional Brownian motions as a multi-fractal
- A singular stochastic differential equation driven by fractional Brownian motion
- Singularity functions for fractional processes: application to the fractional Brownian sheet
- Singularity of generalized grey Brownian motions with different parameters
- Perturbations of singular fractional SDEs
- Some singular sample path properties of a multiparameter fractional Brownian motion
- Isolated singularities in the heat equation behaving like fractional Brownian motions
- scientific article; zbMATH DE number 2058084
- Propagation of singularities in the semi-fractional Brownian sheet
Cites work
Cited in
(10)- Singularity among selfsimilar Gaussian random fields with different scaling parameters and others
- Fractional processes and their statistical inference: an overview
- Path properties of dilatively stable processes and singularity of their distributions
- Singularity functions for fractional processes: application to the fractional Brownian sheet
- Singularity of Subfractional Brownian Motions with Different Hurst Indices
- α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties
- Singularity of generalized grey Brownian motions with different parameters
- Conditions for singularity for measures generated by two fractional psuedo-diffusion processes
- Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model
- Isolated singularities in the heat equation behaving like fractional Brownian motions
This page was built for publication: Singularity of Fractional Brownian Motions with Different Hurst Indices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5459760)
