most citedMixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process

2 citations · 2 across the 1 of their papers we have counts for

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math.PR2018★ 2 cited

Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process

Chunhao Cai, Qinghua Wang, Weilin Xiao

In this paper, we will first give the numerical simulation of the sub-fractional Brownian motion through the relation of fractional Brownian motion instead of its representation of…