On the sub-mixed fractional Brownian motion
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Publication:902400
DOI10.1007/s11766-015-3198-6zbMath1340.60054arXiv1206.4291OpenAlexW1966376992MaRDI QIDQ902400
Publication date: 15 January 2016
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.4291
convexitysemimartingalesub-fractional Brownian motionmixed Gaussian processesno stationary increments
Gaussian processes (60G15) Brownian motion (60J65) Sample path properties (60G17) Generalized stochastic processes (60G20)
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