As a fuzzy counterpart of Brownian motion, Liu process has attracted more and more attention in the recent literature. In this paper, the concept of fractional Liu process is proposed as an extension of Liu process. Furthermore, we obtain the expressions of the membership functions, expected values
β¦ LIBER β¦
Fractional Skellam processes with applications to finance
β Scribed by A. Kerss; N. N. Leonenko; A. Sikorskii
- Book ID
- 124153802
- Publisher
- SP Versita
- Year
- 2014
- Tongue
- English
- Weight
- 826 KB
- Volume
- 17
- Category
- Article
- ISSN
- 1311-0454
No coin nor oath required. For personal study only.
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