✦ LIBER ✦

Generalized sub-Gaussian fractional Brownian motion queueing model

✍ Scribed by Yamnenko, R.; Kozachenko, Yu.; Bushmitch, D.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The generalized Bouleau-Yor identity for

✍ LiTan Yan, Kun He, Chao Chen 📂 Article 📅 2013 🏛 SP Science China Press 🌐 English ⚖ 377 KB

nth-order fractional Brownian motion and

✍ Perrin, E.; Harba, R.; Berzin-Joseph, C.; Iribarren, I.; Bonami, A. 📂 Article 📅 2001 🏛 IEEE 🌐 English ⚖ 269 KB

Generalized BSDEs driven by fractional B

✍ Jańczak-Borkowska, Katarzyna 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 355 KB

Some properties of the sub-fractional Br

✍ Tudor, Constantin 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 199 KB

On Gaussian Processes Equivalent in Law

✍ T. Sottinen 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 122 KB

Arbitrage in fractional Brownian motion

✍ Patrick Cheridito 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 English ⚖ 253 KB