The Generalized Multifractional Brownian Motion
| Year of publication: |
2000
|
|---|---|
| Authors: | Ayache, Antoine ; Vehel, Jacques |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 3.2000, 1, p. 7-18
|
| Publisher: |
Springer |
| Subject: | Gaussian process | fractional Brownian motion | multifractional Brownian motion | Hölder regularity | pointwise Hölder exponent | local Hölder exponent |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169124