Work

A series expansion of fractional Brownian motion

Year: 2004

Type: article

Source: Probability Theory and Related Fields

DOI: 10.1007/s00440-003-0310-2

Authors: Kacha Dzhaparidze, Harry van Zanten

Institutions: Centrum Wiskunde & Informatica, Vrije Universiteit Amsterdam

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders: European Research Consortium for Informatics and Mathematics, Nederlandse Organisatie voor Wetenschappelijk Onderzoek

OpenAlex ID: W63803524

FWCI: 16.79

Cites: 6

Cited by: 159

Related to: 10