Zhejiang Daxue xuebao. Lixue ban (Nov 2000)

重分数布朗运动的列维连续模(Lévy's moduli of continuity of multifractional Brownian motion)

  • LINZheng-yan(林正炎)

DOI
Journal volume & issue
Vol. 27, no. 6
pp. 677 – 681

Abstract

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This paper proposed Lévy's moduli of continuity of multifractional Brownian motion,which is a generalization of the fractional Brownian motion.

Keywords