Solution of integrals with fractional Brownian motion for different Hurst indices.

Fei Gao Shuaiqiang Liu Cornelis W. Oosterlee Nico M. Temme

Published in: CoRR (2022)

Keyphrases

fractional brownian motion
non stationary
long range
mathematical model
natural language
management system
pattern recognition
pairwise
long term
gray level