On the increments of some extensions of the fractional Brownian motion

Charles El-Nouty

Statistics & Probability Letters, 2025, vol. 221, issue C

Abstract: Let {BH(t),t≥0} be a fractional Brownian motion with Hurst index 0Keywords: Fractional Brownian motion; Quasi-helix property; Stationary increments (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110381

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