Singularity of fractional Brownian motions with different hurst indices

Stochastic Analysis and Applications

Volumn 26, Issue 2, 2008, Pages 334-337

  Rao, B L S Prakasa ^a  

^a UNIVERSITY OF HYDERABAD   (India)

Author keywords

Fractional Brownian motion; Hurst index; Singularity for measures

Indexed keywords

EID: 40549134977     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362990701857277     Document Type: Article

References (8)

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