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On the sub-mixed fractional Brownian motion · Study

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ArticleOn the sub-mixed fractional Brownian motion

Charles El-Nouty2015

Article2015

On the sub-mixed fractional Brownian motion

Charles El-Nouty · Mounir Zili

30 citations·0/0 files stored·Applied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao

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Stochastic processes and financial applications Fractional Differential Equations Solutions Fuzzy Systems and Optimization

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References

2007Brownian Motion and Stochastic Calculus 1999Continuous Martingales and Brownian Motion 1991Brownian motion and stochastic calculus 1991Continuous Martingales and Brownian Motion 2001Mixed Fractional Brownian Motion 2006Some properties of the sub-fractional Brownian motion 2006On the mixed fractional Brownian motion 2003The fractional mixed fractional Brownian motion

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Year2015

Typearticle

Published2015-03-01

VenueApplied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao

ISSN-L1000-4424

Languageen

Citations30

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s11766-015-3198-6

openalex_workW1966376992

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