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(multi)fractional Brownian motion
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Abstract Wiener Spaces
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abstract Wiener spaces
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Charles-Cadogan, G.
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Utility representation in abstract wiener space
Charles-Cadogan, G.
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2021
Persistent link: https://www.econbiz.de/10012817221
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A fractional Brownian field indexed by L2 and a varying Hurst parameter
Richard, Alexandre
- In:
Stochastic Processes and their Applications
125
(
2015
)
4
,
pp. 1394-1425
Using structures of
Abstract
Wiener
Spaces
, we define a fractional Brownian field indexed by a product space (0,1/2]×L2 …
Persistent link: https://www.econbiz.de/10011194139
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