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

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: Stochastische Numerik (Neuenkirch 2013-)
Subject:	510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Koch, Stefan ; Neuenkirch, Andreas

Google Scholar: Koch, Stefan ; Neuenkirch, Andreas

ORCID: Koch, Stefan ; Neuenkirch, Andreas

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