(Q1143293)

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Fractional Brownian motion

probability theory concept

Fractional Brownian motion of order n

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defining formula

E[B_{H}(t)B_{H}(s)]={\tfrac {1}{2}}(|t|^{2H}+|s|^{2H}-|t-s|^{2H})

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28 October 2013

Mathematics Subject Classification ID

94A12

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26 January 2022

https://docs.openalex.org/download-snapshot/snapshot-data-format

archive URL

https://web.archive.org/web/20220125070108/https://docs.openalex.org/download-snapshot/snapshot-data-format

archive date

25 January 2022

(Q1143293)

Fractional Brownian motion

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