A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852)
From MaRDI portal
scientific article; zbMATH DE number 7706935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized stochastic process: fractional \(G\)-Brownian motion |
scientific article; zbMATH DE number 7706935 |
Statements
A generalized stochastic process: fractional \(G\)-Brownian motion (English)
0 references
4 July 2023
0 references
fractional \(G\)-Brownian motion
0 references
\(G\)-expectation
0 references
long-range dependence
0 references
volatility uncertainty
0 references
numerical simulation
0 references
0 references
0 references
0 references
0 references
0 references
