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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2018
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| 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 |