Fractional Brownian motion
Sign in to saveAlso known as Fractional Brownian motion of order n
probability theory concept
In the Vinony graph
Within Vinony's link graph, Fractional Brownian motion is referenced by 220 other articles, and connects out to martingale, Itō calculus and Markov chain.
It is catalogued under the topic Autocorrelation.
Its subject is documented across 7 Wikipedia language editions.
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Connections
martingale
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Itō calculus
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Markov chain
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stochastic process
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time series
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self-similarity
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queueing theory
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Poisson process
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càdlàg function
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optional stopping theorem
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filtration
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quadratic variation
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renewal theory
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statistics
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Carl Friedrich Gauss
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International Standard Book Number
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digital object identifier
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machine learning
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probability theory
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fractal
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