On the mixed fractional Brownian motion.

@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 -