Rosenblatt Laplace motion

DOI10.1007/S00009-018-1290-XzbMATH Open1488.60073OpenAlexW2907247221WikidataQ128685403 ScholiaQ128685403MaRDI QIDQ670530FDOQ670530

Ciprian A. Tudor, Oana Lupaşcu-Stamate

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

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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)

Cites Work

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• Generalized fractional Laplace motion
• A risky asset model with strong dependence through fractal activity time
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• Handbook of high-frequency trading and modeling in finance
• SUBORDINATION OF NON-GAUSSIAN STOCHASTIC PROCESSES

Cited In (1)

• Fractional Laplace motion

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