Tempered Fractional Brownian Motion with Variable Index and Variable Tempering Parameter
Probability
2021-04-13 v1
Abstract
Generalizations of tempered fractional Brownian from single index to two indices and variable index or tempered multifractional Brownian motion are studied. Tempered fractional Brownian motion and tempered multifractional Brownian motion with variable tempering parameter are considered.
Keywords
Cite
@article{arxiv.2104.04749,
title = {Tempered Fractional Brownian Motion with Variable Index and Variable Tempering Parameter},
author = {S. C. Lim and Chai Hok Eab},
journal= {arXiv preprint arXiv:2104.04749},
year = {2021}
}
Comments
20 page, 1 figure. arXiv admin note: text overlap with arXiv:1907.08974