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Tempered Fractional Brownian Motion with Variable Index and Variable Tempering Parameter
- Publication Year :
- 2021
-
Abstract
- Generalizations of tempered fractional Brownian from single index to two indices and variable index or tempered multifractional Brownian motion are studied. Tempered fractional Brownian motion and tempered multifractional Brownian motion with variable tempering parameter are considered.<br />Comment: 20 page, 1 figure. arXiv admin note: text overlap with arXiv:1907.08974
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2104.04749
- Document Type :
- Working Paper