Código QR (código de barras bidimensional)

On the Estimation of the Persistence Exponent for a Fractionally Integrated Brownian Motion by Numerical Simulations

For a fractionally integrated Brownian motion (FIBM) of order <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>α</mi><mo>∈</mo><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>]</mo><mo>,</mo></mrow></semantics></math></inline-formula><inline-formula>...

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Principais autores: Mario Abundo, Enrica Pirozzi
Format: Artigo
Sprog:Inglês
Udgivet: MDPI AG 2023-01-01
Serier:Fractal and Fractional
Fag:
fractional integrals
first-passage time
decaying rate
tail distribution
Online adgang:https://www.mdpi.com/2504-3110/7/2/107
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