Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable Subordinators
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DOI: 10.1007/s11009-018-9648-x
Abstract: In recent years subordinated processes have been widely considered in the literature. These processes not only have wide applications but also have interesting theoretical properties. In this paper we consider fractional Brownian motion (FBM) time-changed… read more here.
Keywords: tempered stable; inverse tempered; fractional brownian; motion delayed ... See more keywords