The fractional mixed fractional Brownian motion

Charles El-Nouty

Statistics & Probability Letters, 2003, vol. 65, issue 2, 111-120

Abstract: We introduce the fractional mixed fractional Brownian motion and characterize the necessity part of its lower classes by an integral test.

Keywords: Fractional; mixed; fractional; Brownian; motion; Lower; classes; Small; ball; probabilities (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (7)

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