Sub-fractional Brownian motion and its relation to occupation times

By T. Bojdecki, L. Gorostiza, A. Talarczyk. 2004

279 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/c011deee02f822bb9cb0fbd4e57d087293bf3afb

How researchers see this paper

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In Economics and Econometrics

1. Ciprian A. Tudor
2. Frederi G. Viens
3. Alexandra Chronopoulou
4. Murad S. Taqqu
5. David Nualart
6. Shuyang Bai

In Finance

1. Ciprian A. Tudor
2. Ivan Nourdin
3. Frederi G. Viens
4. Murad S. Taqqu
5. David Nualart
6. Giovanni Peccati
7. Shuyang Bai
8. Alexandra Chronopoulou

In Mathematical Physics

1. Ciprian A. Tudor
2. Lihu Xu

Citations in the corpus

• Some properties of the sub-fractional Brownian motion (2007, background): “For H � 1 the sub-fBm arises from occupation time uctuations of branching particle systems (see Bojdecki et al.[ 2 ], [3], [4]).”