Some properties of the sub-fractional Brownian motion

Article Properties

Language

English
DOI (url)

10.1080/17442500601100331
Publication Date

2007/10/01
Journal

Stochastics
Indian UGC (Journal)
Refrences

18
Citations

80
Constantin Tudor a Faculty of Mathematics and Computer Science , Str. Academiei 14, 010014, Bucharest, Romania

Cite

Tudor, Constantin. “Some Properties of the Sub-Fractional Brownian Motion”. Stochastics, vol. 79, no. 5, 2007, pp. 431-48, https://doi.org/10.1080/17442500601100331.

Tudor, C. (2007). Some properties of the sub-fractional Brownian motion. Stochastics, 79(5), 431-448. https://doi.org/10.1080/17442500601100331

Tudor C. Some properties of the sub-fractional Brownian motion. Stochastics. 2007;79(5):431-48.

Journal Categories

Science

Mathematics

Science

Mathematics

Probabilities

Mathematical statistics

Technology

Technology (General)

Industrial engineering

Management engineering

Applied mathematics

Quantitative methods

Refrences

Citations

Citations Analysis

Category	Category Repetition
Science: Mathematics	54
Science: Mathematics: Probabilities. Mathematical statistics	34
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods	20
Science: Physics	11
Science: Mathematics: Instruments and machines: Electronic computers. Computer science	3

The first research to cite this article was titled Power variation of multiple fractional integrals and was published in 2007. The most recent citation comes from a 2023 study titled Power variation of multiple fractional integrals . This article reached its peak citation in 2022 , with 9 citations.It has been cited in 40 different journals, 22% of which are open access. Among related journals, the Random Operators and Stochastic Equations cited this research the most, with 7 citations. The chart below illustrates the annual citation trends for this article.