Rosenblatt Laplace motion

DOI10.1007/S00009-018-1290-XMaRDI QIDQ670530zbMATH OpenOpenAlexWikidataFDO

Authors Oana Lupaşcu-Stamate, Ciprian A. Tudor

Publication date 18 March 2019

Published in Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00009-018-1290-x

zbMATH Keywords

fractional Brownian motiongamma processsubordinationcumulantsRosenblatt processfractional Laplace motionhydraulic conductivity

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Self-similar stochastic processes (60G18) General theory of stochastic processes (60G07)

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Cites work

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Cited in

(2)

• Fractional Laplace motion
• Estimation for stochastic models driven by Laplace motion

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