Department of Mathematics

Indian Institute Of Technology Madras , Chennai

Publication

Fractional Brownian motion time-changed by gamma and inverse gamma process

Authors:

Kumar, A. and Wył omańska, A. and Poł oczański, R. and Sundar, S.

Journal:

Phys. A

year:

2017

ISSN:

0378-4371

Website:

https://doi.org/10.1016/j.physa.2016.10.060