Time rescaling and Gaussian properties of the fractional Brownian motions

• 1 September 1981
• journal article
• Published by Springer Nature in Il Nuovo Cimento B (1971-1996)
• Vol. 65  (1) , 259-271
• https://doi.org/10.1007/bf02874058

Abstract

Keywords

• PROBABILITY DENSITY
• STOCHASTIC PROCESS
• FIRST PASSAGE TIME
• FRACTIONAL BROWNIAN MOTION
• PARTIAL DIFFERENTIAL EQUATION