Mixtures of higher-order fractional Brownian motions
Author:
Affiliation:
1. Department of Applied Mathematics, Faculty of Sciences and Techniques, Beni-Mellal, Morocco
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2021.1986541
Reference24 articles.
1. Fractional Brownian motion with two-variable Hurst exponent
2. Spectral Representation of Gaussian Semimartingales
3. A note on Wick products and the fractional Black-Scholes model
4. Gaussian Measures
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