The Mandelbrot-van Ness fractional Brownian motion is infinitely differentiable with respect to its Hurst parameter


Koch, Stefan ; Neuenkirch, Andreas


DOI: https://doi.org/10.3934/dcdsb.2018334
URL: http://www.aimsciences.org/article/doi/10.3934/dcd...
Additional URL: http://aimsciences.org/journal/1531-3492
Document Type: Article
Year of publication: 2019
The title of a journal, publication series: Discrete and Continuous Dynamical Systems : DCDS. Series B
Volume: 24
Issue number: 8
Page range: 3865-3880
Place of publication: Springfield, MO
Publishing house: American Inst. of Mathematical Sciences
ISSN: 1531-3492 , 1553-524X
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik II (Neuenkirch 2013-)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




+ Citation Example and Export

Koch, Stefan ; Neuenkirch, Andreas (2019) The Mandelbrot-van Ness fractional Brownian motion is infinitely differentiable with respect to its Hurst parameter. Discrete and Continuous Dynamical Systems : DCDS. Series B Springfield, MO 24 8 3865-3880 [Article]


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item