The fractional mixed fractional Brownian motion

Statistics and Probability Letters

Volumn 65, Issue 2, 2003, Pages 111-120

  El Nouty, Charles ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

Fractional mixed fractional Brownian motion; Lower classes; Small ball probabilities

Indexed keywords

EID: 0142184285     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2003.07.007     Document Type: Article

References (10)

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