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Bifractional Brownian motion: Existence and border cases. / Lifshits, M.; Volkova, K.

в: ESAIM - Probability and Statistics, 2015, стр. 766-781.

Результаты исследований: Научные публикации в периодических изданиях › статья

Harvard

Lifshits, M & Volkova, K 2015, 'Bifractional Brownian motion: Existence and border cases', ESAIM - Probability and Statistics, стр. 766-781. https://doi.org/10.1051/ps/2015015

APA

Lifshits, M., & Volkova, K. (2015). Bifractional Brownian motion: Existence and border cases. ESAIM - Probability and Statistics, 766-781. https://doi.org/10.1051/ps/2015015

Vancouver

Lifshits M, Volkova K. Bifractional Brownian motion: Existence and border cases. ESAIM - Probability and Statistics. 2015;766-781. https://doi.org/10.1051/ps/2015015

Author

Lifshits, M. ; Volkova, K. / Bifractional Brownian motion: Existence and border cases. в: ESAIM - Probability and Statistics. 2015 ; стр. 766-781.

BibTeX

@article{00b222add6cf45928a15bb66d23ad6bc,
title = "Bifractional Brownian motion: Existence and border cases",
abstract = "{\textcopyright} EDP Sciences, SMAI, 2015.Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance R(H,K)(s,t) = 2-K((|s|2H + |t|2H)K -|t -s|2HK), s,t πR. We study the existence of bfBm for a given pair of parameters (h,k) and encounter some related limiting processes.",
author = "M. Lifshits and K. Volkova",
year = "2015",
doi = "10.1051/ps/2015015",
language = "English",
pages = "766--781",
journal = "ESAIM - Probability and Statistics",
issn = "1292-8100",
publisher = "EDP Sciences",

}

RIS

TY - JOUR

T1 - Bifractional Brownian motion: Existence and border cases

AU - Lifshits, M.

AU - Volkova, K.

PY - 2015

Y1 - 2015

N2 - © EDP Sciences, SMAI, 2015.Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance R(H,K)(s,t) = 2-K((|s|2H + |t|2H)K -|t -s|2HK), s,t πR. We study the existence of bfBm for a given pair of parameters (h,k) and encounter some related limiting processes.

AB - © EDP Sciences, SMAI, 2015.Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance R(H,K)(s,t) = 2-K((|s|2H + |t|2H)K -|t -s|2HK), s,t πR. We study the existence of bfBm for a given pair of parameters (h,k) and encounter some related limiting processes.

U2 - 10.1051/ps/2015015

DO - 10.1051/ps/2015015

M3 - Article

SP - 766

EP - 781

JO - ESAIM - Probability and Statistics

JF - ESAIM - Probability and Statistics

SN - 1292-8100

ER -

ID: 4001429