Fractional Brownian motion in a nutshell
Probability
2014-06-10 v1
Authors:
Georgiy Shevchenko
Abstract
This is an extended version of the lecture notes to a mini-course devoted to fractional Brownian motion and delivered to the participants of 7th Jagna International Workshop.
Cite
@article{arxiv.1406.1956,
title = {Fractional Brownian motion in a nutshell},
author = {Georgiy Shevchenko},
journal= {arXiv preprint arXiv:1406.1956},
year = {2014}
}
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