Local Properties of Multifractional Brownian Motion of Riemann-Liouville Type
Abstract
Local properties of an alternative multifractional Brownian motion based on the generalization of fractional Brownian motion of Riemann-Liouville type are studied.
- Publication:
-
APPC 2000
- Pub Date:
- April 2001
- DOI:
- Bibcode:
- 2001appc.conf..286L