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Maximum of a Fractional Brownian Motion: Probabilities of Small Values

โœ Scribed by G. M. Molchan


Book ID
105904757
Publisher
Springer
Year
1999
Tongue
English
Weight
110 KB
Volume
205
Category
Article
ISSN
0010-3616

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Probability density of the complex-value
โœ Guy Jumarie ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 148 KB

In previous work, it has been proposed a model of complex-valued fractional Brownian motion with independent increments which is defined by means of a random walk on the complex roots of the unity. Here one shows that, exactly like the Gaussian probability function can be obtained as a result of the