A Special Study of the Mixed Weighted Fractional Brownian Motion

A Special Study of the Mixed Weighted Fractional Brownian Motion

In this work, we present the analysis of a mixed weighted fractional Brownian motion, defined by <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><msub><mi>η</mi><mi>t</mi><...

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Bibliographic Details
Main Authors: Anas D. Khalaf, Anwar Zeb, Tareq Saeed, Mahmoud Abouagwa, Salih Djilali, Hashim M. Alshehri
Format: Article
Language:English
Published: MDPI AG 2021-10-01
Series:Fractal and Fractional
Subjects:
mixed weighted fractional Brownian motion
mixed weighted fractional Ornstein–Uhlenbeck model
Skorohod integral
parametric estimation
Online Access:https://www.mdpi.com/2504-3110/5/4/192

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https://www.mdpi.com/2504-3110/5/4/192

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