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"Multifractal Random Walks With Fractional Brownian Motion via Malliavin ..."

A. Fauth, C. A. Tudor (2014)

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DOI: 10.1109/TIT.2013.2296785

access: closed

type: Journal Article

metadata version: 2020-03-10

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A. Fauth, C. A. Tudor:
Multifractal Random Walks With Fractional Brownian Motion via Malliavin Calculus. IEEE Trans. Inf. Theory 60(3): 1963-1975 (2014)

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