School of Management, Fudan University, Shanghai, China
Department of Mathematics, Hong Kong University of Science and Technology, Hong Kong, China; School of Mathematics and Statistics, Lanzhou University, Lanzhou, China
School of Mathematics and Statistics, Lanzhou University, Lanzhou, China
Copyright © 2013 Xinbing Kong, Bingyi Jing, Cuixia Li et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
X. Kong, B. Jing and C. Li, "Is the Driving Force of a Continuous Process a Brownian Motion or Fractional Brownian Motion?,"
Journal of Mathematical Finance, Vol. 3 No. 4, 2013, pp. 454-464. doi:
10.4236/jmf.2013.34048.