Weierstrass bridges
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Publication:6567155
DOI10.1090/TRAN/9116MaRDI QIDQ6567155FDOQ6567155
Authors: Alexander Schied, Zhenyuan Zhang 
Publication date: 4 July 2024
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Recommendations
- scientific article; zbMATH DE number 1959624
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- Convergence of the Weierstrass-Mandelbrot process to fractional Brownian motion
- The Weierstrass-Mandelbrot process revisited
- Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Fractals (28A80) Sample path properties (60G17) Martingales with continuous parameter (60G44)
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