Fractional Brownian motion (Q1143293)
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probability theory concept
- Fractional Brownian motion of order n
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Brownian motion |
probability theory concept |
|
Statements
![{\displaystyle E[B_{H}(t)B_{H}(s)]={\tfrac {1}{2}}(|t|^{2H}+|s|^{2H}-|t-s|^{2H})}](https://wikimedia.org/api/rest_v1/media/math/render/svg/7d75e0c1ddb845f9033a10a39383836d9dd08432)
Identifiers
Sitelinks
Wikipedia(6 entries)
- dewiki Gebrochene Brownsche Bewegung
- enwiki Fractional Brownian motion
- frwiki Mouvement brownien fractionnaire
- jawiki 非整数ブラウン運動
- ptwiki Movimento browniano fracionário
- ukwiki Дробовий броунівський рух