Properties of tempered fractional Brownian motion are derived as consequences of fractional Ornstein-Uhlenbeck processes, with new mixed, two-index, and multifractional extensions introduced.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Tempered Fractional Brownian Motion Revisited Via Fractional Ornstein-Uhlenbeck Processes
Properties of tempered fractional Brownian motion are derived as consequences of fractional Ornstein-Uhlenbeck processes, with new mixed, two-index, and multifractional extensions introduced.