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Fractional brownian motion delayed by tempered and inverse tempered stable subordinators
Kumar, A.
;
Gajda, J.
;
Wyłomanska, A.
;
Połoczanski, R.
(
2021-08-25
)
Tempered Mittag-Leffler lévy processes
Kumar, A.
;
Upadhye, N. S.
;
Wyłomanska, A.
;
Gajda, J.
(
2021-08-27
)
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Author
Gajda, J. (2)
Kumar, A. (2)
Wyłomanska, A. (2)
Połoczanski, R. (1)
Upadhye, N. S. (1)
Subject
Fractional Brownian motion (1)
Inverse tempered stable process (1)
Lévy density (1)
Mittag-Leffler distribution (1)
Simulation (1)
subordinated stochastic processes (1)
Subordination (1)
Tempered stable process (1)
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Date Issued
2021 (2)