Work

Some Applications of Fractional Brownian Motion to Linear Systems

Year: 2000

Type: book-chapter

Source: Kluwer international series in engineering and computer science

DOI: 10.1007/978-1-4615-5223-9_7

Author: Tyrone E. Duncan

Institution: University of Kansas

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2236619135

FWCI: 5.367

Cites: 14

Cited by: 24

Related to: 10