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Small deviations for admixture additive & multiplicative processes

Define the admixture additive processes [Formula: see text] and the admixture multiplicative processes [Formula: see text] where [Formula: see text] are finite constants, [Formula: see text] is the standard Brownian motion, [Formula: see text] is the fractional integrated Brownian motion with index...

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Detalles Bibliográficos
Autores principales: Liang, Mingjie, Wu, Bingyao
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6096921/
https://www.ncbi.nlm.nih.gov/pubmed/30839559
http://dx.doi.org/10.1186/s13660-018-1798-4