OpenAlex | Ergodicity of the Infinite Dimensional Fractional Brownian Motion

Ergodicity of the Infinite Dimensional Fractional Brownian Motion

Work

Year: 2011

Type: article

Source: Journal of Dynamics and Differential Equations

Authors Marı́a J. Garrido-Atienza, Björn Schmalfuß

Institutions Universidad de Sevilla, Gesellschaft Fur Mathematik Und Datenverarbeitung

Cites: 23

Cited by: 83

Related to: 10

FWCI: 4.398

Citation percentile (by year/subfield): 93.84

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed