scientific article; zbMATH DE number 2196070

MaRDI QIDQ5464987zbMATH OpenFDO

Authors Krzysztof Burnecki, Aleksander Weron

Publication date 19 August 2005

Full work available at URL http://th-www.if.uj.edu.pl/acta/vol35/abs/v35p1343.htm

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Diffusion processes (60J60)

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• Lévy processes and self-decomposability in finance
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• Synthesis of multifractional Gaussian noises based on variable-order fractional operators
• Truncated Lévy process with scale-invariant behavior
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