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arXiv · 2104.04749

Tempered Fractional Brownian Motion with Variable Index and Variable Tempering Parameter

S. C. Lim·Chai Hok Eab
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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.

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S. C. Lim, Chai Hok Eab. 2021-04-10. Tempered Fractional Brownian Motion with Variable Index and Variable Tempering Parameter. https://arxiv.org/abs/2104.04749

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