On the non-commutative multifractional Brownian motion

DOI10.1142/S0219025722400100zbMath1503.60045OpenAlexW4309261688MaRDI QIDQ5876135

René Schott, Marco E. Dozzi

Publication date: 31 January 2023

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025722400100

zbMATH Keywords

pointwise Hölder exponentcovariance functionalnon-commutative multifractional Brownian motionrandom matrix approximation

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)

Cites Work

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