On the mixed fractional Brownian motion.
Journal of Applied Mathematics and Stochastic Analysis (2006)
- Volume: 2006, page Article ID 32435, 9 p.-Article ID 32435, 9 p.
- ISSN: 2090-3332
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topZili, Mounir. "On the mixed fractional Brownian motion.." Journal of Applied Mathematics and Stochastic Analysis 2006 (2006): Article ID 32435, 9 p.-Article ID 32435, 9 p.. <http://eudml.org/doc/54620>.
@article{Zili2006,
author = {Zili, Mounir},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {mathematical finance; arbitrage-free and complete markets; -differentiability; -differentiability},
language = {eng},
pages = {Article ID 32435, 9 p.-Article ID 32435, 9 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {On the mixed fractional Brownian motion.},
url = {http://eudml.org/doc/54620},
volume = {2006},
year = {2006},
}
TY - JOUR
AU - Zili, Mounir
TI - On the mixed fractional Brownian motion.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
SP - Article ID 32435, 9 p.
EP - Article ID 32435, 9 p.
LA - eng
KW - mathematical finance; arbitrage-free and complete markets; -differentiability; -differentiability
UR - http://eudml.org/doc/54620
ER -
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