On the approximate discrete KLT of fractional Brownian motion and applications.

Anubha Gupta Shiv Dutt Joshi Pushpendra Singh

Published in: J. Frankl. Inst. (2018)

Keyphrases

fractional brownian motion
long range
non stationary
long range dependence
fractal dimension
financial markets
decision making
random fields
stochastic differential equations
information retrieval
long term
higher order
vector valued