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Ichigo

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visits member for 5 months
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40 reputation
 bio website visits member for 5 months
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5 Questions

views newest activity votes
 
2
votes
1
answer
69
views

Applying Ergodic Theorem on fractional Brownian motion

probability-theory brownian-motion stochastic-calculus
dec 19 at 13:45 Did 102k
 
2
votes
0
answers
76
views

Integral representation of fractional Brownian motion

stochastic-processes brownian-motion stochastic-calculus
dec 10 at 18:27 Ichigo 40
 
1
vote
1
answer
52
views

Fractional Brownian motion as integral, mean zero

stochastic-processes brownian-motion stochastic-calculus
jan 20 at 14:01 Did 102k
 
1
vote
1
answer
169
views

Portmanteau Theorem?

probability-theory
jan 16 at 6:24 remarque 1
 
1
vote
0
answers
36
views

Fractional Brownian motion, selfsimilar

stochastic-processes brownian-motion stochastic-calculus
dec 10 at 21:21 Ichigo 40
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